I have to very, very strongly recommend you give a Spyderco a shot. For a first knife, I would definitely recommend a Spyderco Delica 4. Spyderco makes GREAT knives, and the Delica is their most popular model. They just recently released a great new version of it, the Delica 4, which is a great upgrade over the previous versions. It is just under 3" long, with a VG-10 blade. For the price, (~$40), you will not find a better knife. It holds a great edge, and is VERY sharp right out of the box. It is also very durable, with a strong lock. I've carried a Delica for years, and it has seen a LOT of abuse, and it is still going just as strong as day 1.

If you don't like the looks of the Delica, at least check out some of their other models. The quality of their knives is top notch, they have a great warranty, and you can even stop by their forums (www.spyderco.com) and have a chat with the owner of Spyderco, Sal Glesser.