I use mine daily at work, often 10-12 times in a two hour period. I've also gotten very good at using the back side of the blade to pop beer bottles open after work.
I second the idea of picking one up, a $20-30 Kershaw or CRKT can be found at Wal-Mart. After a few weeks you'll find yourself wasting time doing things with your fingers like a primate if you leave it at home.
Anyway, that's not really what you were getting at, so here's an example in which a knife would have been a better weapon than a gun:
Today I was on the bus with a big dude in the seat behind me, and like usual I played the "What would you do if..." strategies & tactics game with myself.
I decided if the guy just suddenly started strangling me with no warning, I wasn't sure if I could get a shot on someone directly behind me without being able to see him. Considering that there were a bunch of people behind HIM, I might have hit or killed an innocent bystander. The only thing I would be able to see/feel/reference would be his forearm. Also, "stabbing myself in the back" would effectively make "contact".
Even in that theoretical life-or-death self-defense situation, a knife was the better answer than a gun.
I can now apply this knowledge/foresight to the urinal, being in line, etc, although all of these situations are easily avoidable. God forbid I fail to avoid them, I'd much rather have the cops confiscate my $80 pocket knife than my $600 gun.