OK, I'll bite.
Do you know what you want it for? If you keep finding yourself in a situation where you need wire strippers and a screwdriver, for example, build on that.
Do you lose things easily? Get a cheap one.
Do you have a tendency to break tools because you use them forcefully? Is the best solution to buy stronger tools?
Where do you want to keep it? If it's in your pocket, it must not be too heavy or have sharp corners.
How corrosive is the environment where it will be stored and used? Does it need to be made of stainless steel, or is it sufficient to keep it well greased?