When I was a kid, my dad told me that all gentlemen should carry a pocket knife. (And presumably gentlewomen, too, but he was addressing me at the time.) I carry a nice Spyderco Para 3 with me at all times when I'm not flying somewhere and use it multiple times a day for random stuff like: trimming a loose thread on my shirt, digging out a splinter, trimming a hangnail before it can snag on something, cutting a length of rope, popping a piece of glass out of my shoe, opening an envelope, cutting tape on a box, slicing an apple or a piece of cheese, and so on ad infinitum. On the very few occasions where I didn't have it, I've reached for my phantom knife and been bummed to realize I didn't have the tool I was counting on. Without exaggeration, I use it every single day.

Note that crazy stuff like self defense absolutely, positively does not enter the equation. I mention that only because some people get weird about it in both directions, both "eek, you carry a weapon around?!", and "ooh, ever get to stab anyone?!" No. My primary self defense mechanism is good running shoes and decent stamina.