One key to remember is that out in the wilderness, a knife is a tool, nothing more. If you treat it differently then that, you begin to put yourself at risk...especially when you start bringing bigger and bigger blades. You can't afford that kind of risk when you are out in the wilderness.
With that being said, I would NOT recommend the Rambo style knife. Even with all of the cheap junk it has in the handle...which actually breaks off kind of easily.
I would recommend a leatherman, though. Or maybe a gerber multitool. These knives give you pretty much all of the tools you'll need to build a shelter, start a fire, and perhaps even collect a few bites to eat.