DMT Double Sided Diafolds for me every time. They weigh no more than a couple of ounces, are barely larger than a decent sized folder when closed, and they have a handle so you can keep your digits away from the cutty bit when working on it 
Outlay might be more than you'd spend on a small stone etc, but they'll last for an age and you get good, consistent results every time. I always keep 2 of them in my pack, a Coarse / Extra Coarse, and a Fine / Extra Fine. That way I can remove nicks and dings from edges (Extra Coarse) and work through the grits down the Extra Fine for a shaving edge.
Outlay might be more than you'd spend on a small stone etc, but they'll last for an age and you get good, consistent results every time. I always keep 2 of them in my pack, a Coarse / Extra Coarse, and a Fine / Extra Fine. That way I can remove nicks and dings from edges (Extra Coarse) and work through the grits down the Extra Fine for a shaving edge.
