I'm using this one: http://www.ebay.com/itm/251813416755 in my knife's handle (see the 3D printing thread) with the pen shell removed
Ultra compact! This one http://www.ebay.com/itm/262137581988 is my pocket EDC. They are good enough for maintaining the edge as well as for fixing it if broken. It's essentially a diamond file which has much more uses than just a knife sharpener (especially the conic one). Some knife sharpening skills are strongly advised, it's not a self-guiding type.

If you browse eBay you can find them even cheaper.