Try the Cold Steel K4 neck knife. It's small, light and will cut like the dickens. Oh, and the price is about twenty-five bucks. If you're going to be using your knife a lot, go for a more expensive premium blade knife that will cut a lot before needing to be resharpened. But if you're going to mostly use it for a backup, the K4 is ideal. It excels in weight, grip, point, cutting ability and price.
If you need something a bit more heavy duty, you might try S&W's little neck/boot knife. It's double-edged, strong and can be made to be very sharp. It's bigger, but it's a nice little combat piece.
One I've used that is small and double-edged is the Meyerco. At five dollars a shot, you can buy a bunch of them. You can get them very sharp and you barely know you've got it around your neck.
All of these are available at Smoky Mountain Knife Works, or eBay. Oh, and Cold Steel has a couple of little knives called the Double Agent that fit well in the hand.
You can get them for about twenty-five bucks apiece on Ebay.