I like the purpose built strippers for coax too. They do a consistant job of prepping the cable for the connector. I also like a real wire stripper for THHN and Romex.
A regular razor knife is good for some other things but get a good one with solid detents for the blade exposure. The $1.99 ones are usually junk.
I do keep a baby Buck on my keychain that is pretty sharp. When I was working I kept it "scary sharp" by stropping it on a box when I was talking on the phone. Once you get a knife fairly sharp that will polish a razor edge on it. With a careful touch you could still strip wire but that would certainly be an emergency type thing where I didn't have my tools.
