If you want to go whole hog, Craig Douglas's course work is top notch. It's a time/money commitment because ECQC is a prereq for his vehicle combatives class but you won't leave feeling like you wasted either.

Looking at easily carried, easily concealed, knives, I like the SOC-P dagger from Benchmade (or the CQB tool from Spartan blades if you want the original). They are under the 3.5in limit so as long as you don't get the double edged version, I believe you are on the right side of the law (I'm not a lawyer though so definitely double check that).

I've trained with a lot of different combatives guys but have never really gotten into knife work as a discipline so I like the simplicity of an ice pick grip and a sewing machine style action if I ever have to put steel into someone else.