Lots of great suggestions here, and of course the right answer for you, will be whatever appeals to your desires and budget.
My 2 cents. SAK's are a great value, and the Alox handled models (Soldier, Farmer, Cadet) exude a higher level of strength and class, over the regular plastic handled models, in my opinion. Farmer/Soldier/Pioneer series are even more robust, then regular SAK models (thicker blade and stiffer action). I think with an Alox SAK, you'll get quality and a low price (some of these models are $25 or lower).
After you have a SAK, and a quality mid-priced Kershaw, Benchmade, or Spyderco around $50 or $60, I would would go for a higher end production model, like a Caly III or a CF Sage, to really appreciate a high quality folder, with some very nice features, blade steels, etc.
Have fun!