Next step would be as to whether you plan on taking care of a knife.
well, that didn't come out quite right.
I prefer a carbon tool steel for knives like that, but as they are not stainless, they take some more work(ie, cleaning/oiling). These would be steels like A2, D2(though that's jsut about stainless), the 10xx(1095, 1075, etc) series steels, 5160, 52100 or my favorite, O1. They take somre more maintenance work, but I'm old fashoined(and when you read that you're supposed to ignore fact I make my own micarta

).
WIth a smalle r knife like that though, there is absolutely no reason not to get a knife made from a stainless steel. 440C of course is the standbye, and there's nothing wrong with this, though other newer alloys can outperform it, such as S30V or 440V.
What I would suggest is one of two things. One would be to start with a semi-custom, particularly thinking of Bob Dozier's work here. THey aren't technically custom(though my understanding is that he will customize a blade for you if you have something in particular you want), but they are made by hand aand are extremely nice knives. Plus he's jsut a very nice guy, said hi to him at Tulsa gun show last October.
The other idea would be if you want a "real" or full custom, is to look around at various sites such as bladeart.com, or the Gallery here, and find a maker who's style/designs you like. Then contact them, and tell him(or her) what kind of knife you want, what your intended uses are for it, and an idea of what yo'ure willing to spend(as long as it's in their normal price range), and eveyr maker I've talked to woudl be more than willing to give you advice on what steel they think would be best for that application. They know what steels work in their designs, and with their heat treatments(or they should), and can give you better advice on this than any random person sitting on other side of comptuer screen. Every knifemaker I've talked to has been great, and easy to deal with. I've collected a huge amount of things over the years, and the knifemaking/collecting community is the best of the bunch, least from my experience.
Anyways, done babbling now, hopefully some of that might have been helpful.