I love Leatherman. I had a Style CS in that little front jeans pocket. Bought my girlfriend a Squirt PS4 for her handbag.
Today I replaced the Style CS with the Gerber Dime. I really wanted a Squirt PS4 as well, but I found out the Gerber has tweezers. The Dime has a greater range of useful pocket tools than the PS4, though everything on the Squirt feels much better made.
If you don't need tweezers, the PS4 is great and disappears into your pocket. Above that size, I personally think you'll want one with a clip that can either go on your belt or clip inside your pocket. Otherwise you feel it bounce around.
The Juice series give you perfect tools for urban carry (I love my Charge TTi the most, but find my friend's Juice XE6 is more useful for "normal" things) with some bulk. The Skeletool CX is bare bones and does it quite well. The bit driver and holding system means you essentially have 4 heads, plus a pair of pliers and a knife with the best bottle opener. Clips in to a pocket or belt quite well. The knife is a little stubby but very useful.
The Swiss Army knives are cool and will be a bit lighter without pliers, but I find the pliers to be indispensable.