I rank keeping it with me higher than the number of features. A blade in the hand is worth a lot stuff lost down the road somewhere.
If it's not always in my pocket, then I prefer a small toolkit. I carry a Juice most of the time.
I have one of the early Gerbers that slide out and bite the crap out of your hand. With the bits it needed the belt holster, but I only used that for planned work and was carrying tool bags anyway. I think it is in my truck.