The knife should probably revolve around the level of training and what you can carry. Training is the biggest thing and includes not only how to use a weapon but how to talk or how to remove yourself from the situation without action and of course how to avoid it in the first place. A knife is considered a lethel weapon. In missouri at least when i lived there a few years back folders were limited to 4" and no fixed blades concealed, If you have a permit there is no restriction on folder blade length and (open for interpretation) you can carry fixed blades concealed. Some areas are better than others about fixed blades.

Kevin Jamison published a very good book on Missouri's weapons laws, if your going to carry concealed you need to read it. Personally stay with a general purpose folder along the lines of spyderco Endura or fixed blade about the same size. The Endura can be used for day to day stuff as well bumps in the night and won't raise much attention. And remember always be the "defender" always........

Ohhh and of course dont talk to the police "Lawyer first"