no idea of cold steel knives. but sog i have used for years.
all sogs knives i have had are of "soft" steel blades. (aus8) so yeah. they do dull in use lot faster than tougher blade materials. (i need to touchup the sog flash2 much more often than my spyderco delica with sharpener)
if you dont want to sharpen all the time you should think of going for harder steels (there is a reason why they are cheaper than higher grade knives like some spydercos.. the materials are not as good.) the blade material choice depends alot of what exactly is your use, so if you need it to peel apples or other light tasks only it will do fine for long time, if you need it to cut rope or cardboard or something else tough tasks then consider something with better steel. and also.. best to learn basics of sharpening too.. (something like lanskysystem sharpener or spyderco sharpmaker are not hard to use and give pretty ok results in novice hands too) never let the blade to go too dull, it is harder to make it sharp again. little touch up here and there makes it ok.
sog assisted opening is cool, i like aegis and flash series because they are lightweight and still perform ok. (in everyday carry an ounce or more less weight does matter in my mind.) but they do feel a bit "flimsy" because they are composite plastic handles. and feel so light in your hands.. so it might be just the mind tricking me.. if it is light i cant be solid.
one other thing i like them is that their pocket clips make the knife sit very deep in pocket. i like that. it disappears from view and will not fall off or the protruding handle will not snag on anything.
for more solid feel i like the twitch series. they are metal and work great too. (twitch 2 is small.. and 1 is even smaller.. the xl is more "normal" sized one but it does weigh a bit too) and i think they use the same blade material as the aegis and flash.. aus8. it is not a bad blade material, i like it, it can be sharpened easily and stays ok, but hard use, it will wear out (like anything else sometimes they just will dull).
what is your price range? spyderco tenacious/persistance are good value and solid feeling knives (tenacious is my hard use beater) they are with similar blade steel as sog knives, not assisted openers but they are very good and solid tight tolerances for cheap knife. buck vantage is another solid knife. and lately i have been slumming and been buying chinese knives (sanrenmu, enlan, bee etc.. real frigging good value knives they are)
may i suggest you to search youtube or google with something like "best folders under 40dollars" the are good options in that pricerange to go thru. (in youtube you find video reviews of them and spending time watching them you will learn alot of them knives.. look at videos by cutlerylover and nutnfancy.. they have helped me choose many of my knives.) and i believe there was a similar thread here in cpf too.. bladeforums have wealth of info too as they are focused on knives..