I was fortunate enough not to ever be in your position, so I don't know if I can give you very good advice. My parents bought me a Boy Scout knife for Christmas when I was eight years old, so I've never had any trouble with them. If your dad won't go with you, I'd say go to your local Wal-Mart or K-Mart and see if they'll sell you one of the SAKs in clamshell packages. Depending on how old you look and how mature you act, this may work and the worst they'll do is refuse to sell you the knife. It's a fairly low-risk proposition. Don't get one of the knock-offs, get a Victorinox or a Wenger, they're both good brands. In my experience, they come fairly sharp, but you should be able to get them sharper with a bit of practice. Check out the sharpening FAQ, it should give you a good start. An SAK is a good one to start with because it uses low alloy steel and is very easy to sharpen, but it will hold an edge much better than a cheap knock-off.
As for how to respond to armed bandits, I'd say obviously attempt to avoid them, which you seem to already be doing, which is good. If you do run into them, I would say try to get away, if that's an option. If your back is to the wall, you have nowhere to run, and you're in genuine fear for your life, anything goes. Do your best to disarm the guy, and if he gets hurt or killed in the process, too bad for him. Your first responsibility in such a confrontation is to make sure you get away in one piece. Don't attack anyone, simply defend yourself. It's better to be tried by twelve than carried by six.