Spartan Harsey Folder Knife
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Yes, this knife costs a lot ($500), but for good reason. The frame is made almost entirely of titanium, and the blade is S35VN steel, which is designed to keep an edge, but is also easy to sharpen. At a full half-inch thick, the Harsey fills your palm nicely, and it has an aggressively serrated handle for a secure grip. It's a little longer than your average folder (with a four-inch blade), but once the Harsey is clipped to your pocket via the ambidextrous steel clip, you don't even know it's there.