After much searching around, I chose the Randall's Adventure and Training / Ontario Knife Company RAT-3. With this I wanted to include a Swedish Firesteel. Lastly, I wanted to horizontally mount it on my belt in the small of the back. This was for several reasons: I like the idea of a knife that is readily accessible. I have in the past, had a folding knife in a pouch on my belt, but these have a tendency to snap at the join/rivet between blade and handle, especially when doing something like chopping through thick branches. I could have the knife hanging vertically off my belt, but as I said, I wanted it more discreet. Now, let me elaborate on my choices of knife & steel.
Knife
Manufacturer: Ontario Knife Company / Randall's Adventure & Training
Style: Full tang, plain edge (no serrations)
Blade Material: 1095 high carbon steel (Softer metal means easier to sharpen & sharper edge)
Handle Material: Micarta slabs (canvas layers laminated together with resin)
Overall length: 19.8 cm
Blade length: 8.4 cm
Blade thickness: 0.3 cm
Blade finish: Phosphate non-reflective finish
Weight: 150g
Sheath: Molded olive-drab plastic allowing variety of mounting options. It was also packaged with a 'Teklok', a black plastic belt attachment 'thingy'.
Firesteel
Material: Ferrocerium rod attached to plastic grip.
Weight: ~40g
When shavings are scraped from the rod by an edge, the heat caused by friction is enough to ignite the shavings. The shavings burn at apparently ~3000C.
Mount
Now, as I said previously, I wanted to mount the knife horizontally on my belt, and include the firesteel somehow in the process. As I said, the sheath that came with the knife has the option for many different mounting choices (vertical, left horizontal, right horizontal, upside down, boot sheath) by having holes around the exterior of the sheath, and 'chicago screws'. This sheath can then screw onto the Teklok, which can be easily clipped onto a belt (or on to the harness of a backpack, etc). So the first part of the process, mounting the knife horizontally, was simple.
The next step was mounting the firesteel onto the sheath. I pondered this for ages, and found lots of nice methods, but most were too complicated - i.e. I would never actually get around to doing it. I bought a hundred metres or so of paracord to play around with, and while making a 'survival bracelet' with it, it occurred to me that it might make a nice firesteel sheath. So, after a bit of lateral thinking I came up with the solution.
I first took half of a McDonalds Straw (it needs to be thicker than a regular straw) and cut it length-ways. This allowed me to slide the firesteel up it. I then wrapped it all in gaffa tape. Since the firesteel was slightly thicker in diameter than the straw, when the steel was slid inside the straw, there was a portion of steel that the tape touched. This was coincidentally a good thing - it added a little bit more friction, to help retain the steel inside the tape-wrapped straw. Now came the tricky bit. I took a length of paracord (about 2m from memory) and folded it in half. Then, placing the straw at the halfway point I wrapped both straw and paracord in more tape. This then allows me to do a cobra stitch with the lengths of paracord taped to the straw.
Now, the cobra stitch is the same as one does for a survival bracelet - it is very easy to do and the stitch lends some rigidity. At the end of the stitch, the whole straw should be covered and there will be two loose ends. These can be used to tie around the sheath, securing it tightly. I hope the photos I have included can help elucidate this.
This is the front view of the setup. You can see the paracord 'stitched' around the firesteel. This is tied onto the front of the sheath.
The black TekLok folds over a belt or shoulder strap and clicks shut. It can then be locked shut with the small folding 'bit'. The knife and firesteel are shown removed from their sheaths.
The sheath is shown clipped onto my belt, in the small of my back. I have tucked the back of my puffer jacket in, but a t-shirt would easily cover it if left untucked.
In the future, I would like to make (or have made) a leather sheath for the knife and steel. I'm not a huge fan of the plasticy look, but it will do well for the mean time. I should also mention that I wore the sheath on the back of my belt up Cathedral Rock yesterday, and I found it was perfect! It didn't rub at all, and my bag was high enough not to push down on the top of the sheath. I could let my shirt drop over the top of the sheath, and it wasn't visible. At the top, I also found the knife useful for spreading vegemite on crackers.

Feel free to leave comments, adoration, anger, criticism, recommendations, questions, or personal experiences. If you are interested in going for this sort of set up, or who are interested in buying a decent fixed-blade knife, I have a few recommendations:
Choosing a survival knife -
http://www.survivaltopics.com/survival/how-to-choose-a-survival-knife/
http://survivalcache.com/survival-knife/
REALLY cool sheaths -
http://martinsheaths.blogspot.com/
I got ALL my stuff online (except the Macca's straw). Firesteel was a knock-off version (but works absolutely identical to an official LMF Swedish Firesteel) from ebay for $8. The knife was from ebay.com, from a store called "ridgeknifeshop-outfitter". It was a second, because it had slight discolouration on the blade, and as a result was $50 cheaper. I ended up getting the knife for $90AUD (including shipping from US), which is FAR cheaper than you could pick one up for here.
If you are looking at picking up a survival knife, there a quite a few good brands. I went for RAT, since they offer a no-questions asked warranty (snap the blade, stick it in a bag and send it back to them, and they'll send you a new one) but mainly cause they are good but cheap (http://www.eseeknives.com/index2.htm RAT knives are now discontinued, but are still available on ebay, etc). If you wanted to spend a lot, you could get a Fallkniven (http://www.fallkniven.com/en), or if you didn't want to spend much, you could pick up a Mora knife very cheaply on ebay. These are swedish style knives with soft metal (to get a sharp edge) but can be found for $20-$30 on ebay.