Multi-tools, such as the screwdriver "pen", are certainly not a new invention, but finding a high-quality one that meets most, if not all, of your needs can prove a challenge. A recent Kickstarter project for the "Tool Pen" could provide you with the piece of kit you need, especially if you find yourself constantly loosening and tightening an array of different nuts and screws.
There's nothing very complex about the Tool Pen's design, but that doesn't make it any less desirable. Bits are inserted into the top of the unit, each with a symbol denoting the type of head -- Phillips, flat-head, Torx, etc. Small windows line the side so you can easily see where the bit you require is positioned. You then pull the current bit out, slot it into the top and repeat until you have the one you're after.
The Tool Pen can only carry six bits, so cycling through is fairly fast. It also comes with a magnetised cap for easy storage and portability, though at 150mm long it might look a little odd in the average pocket. It only weighs 93g (including a full complement of heads), so you shouldn't really notice it in a purse or courier bag.
All the early-bird backing options have been snapped up, so if you want one you'll have to spend at least $US45, shipping included. As for the specific bits you'll receive, here is what's on offer in the first "phase" of the project ($US45 tier shown):
Tool Pen - Makes Everything Beautiful [Kickstarter]