In an urban environment, and especially heeding aardvark's concern, I would first suggest you get something akin to a Leatherman Wave. I am a firm believer in multi-tasking, and there is little a dedicated tactical locking folder such as the spyderco or CRKT can do that can't be accomplished using the Wave. The two cutting blades can be opened one handed easy enough, while not drawing too much attention your way should you have to deploy it in public, thus making yourself a suspect. The other functions you will come to find are a real convenience. It does weigh a bit more, but is not encumbering, and is well worth whatever burden. Now that I am back in the states, I will EDC mine every day, and that means on the train, the subway, the walk past Wall Street and the office here in Manhattan. If I can do it without complaining or getting hassled, anyone can.
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The ultimate result of shielding men from the effects of folly is to fill the world with fools.
-- Herbert Spencer, English Philosopher (1820-1903)