My current favourite knitting needles: Short tipped interchangeable needles from Knitpicks, they are portable, and easy to use for small projects.
I also like the regular length interchangeable needles from Knitpicks. I've had my set for 8 years now and they're only just starting to strip and need replacing.
I find that straight needles with the nub at the end poke me while I'm knitting. I have a friend who uses the long needles and sticks one under her arm and knits freely with the other. I've tried knitting that way, but it felt too awkward and bulky.