I don't know to much about the PicoPen but use the Inka Titatium Pen on my keychain.

http://www.lighthound.com/Inka-Pen-Titanium_p_655.html

I also recently got hold of a Timberline Tactical Pen grin

http://www.lighthound.com/Timberline-Tac...ish_p_2178.html