I do, and my personal go-to is the SOG Key Knife. Small, fits perfectly on my keychain, usable for most daily tasks, and not made in China, despite being inexpensive. I also tend to keep an old folding Buck my dad gave me in my bag for heavier duties.
Edit: added a photo of the SOG.
Second edit: Don’t get a knife for self-defense, they require significant training to properly use without getting hurt, and put you closer to your assailant. Learn situational awareness first and foremost, then if you still would like, pick up some pepper spray or a firearm.