I recommend the OMEGA OMNI-CUTTER 2004. It slices, saws, dices, pries, chips, peels, pits, filets, chops, chips, mashes, bashes, scores, splits, halves, quarters, flicks, picks, whips, and beats. And yes, it even cuts. Comes complete with a uni-directional "survival" compass and can be substituted for a arc-welding rod. Made of a blend of 39 metals and alloys, the OMEGA OMNI-CUTTER 2004 holds an edge better than than most plastic cutlery. At only $69.95 plus $14 shipping and handling, it's practically a steal. Buy two today!!!
Seriously, look at Spyderco, Benchmade, and Buck. For all purpose, I'd buy one in the 3 to 4 inch range in plain edge. Get good steel. It'll pay for itself in reliability and function.
Good steels? There are a bunch. Some of my favorites are ATS-34 (aka 154CM), VG-10, BG-42, D2, and 440C. There are plenty more good steels though.
Right now, Bladeforums is down, but you might go over there and have a look when the site gets back up. Lots of good discussions of knives and steels.
In this category of "all purpose," I like the Benchmade 710, the Spyderco Native, the Spyderco Calypso Jr., and the Buck 110. I've been looking at the Griptilian/Mini-Griptilian lately, but I'm awaiting the Spyderco Paramilitary first.
You can't go wrong with a Spyderco Delica or Endura. Given their prices and the fact that they come in VG-10 nowadays, they're one of the best deals going.