Since this is going to be a knife, we need some decent (if not good) steel. Hmmm, well, here's some bits of high carbon steel. All of these pieces started out as springs, some have been worked a bit.
If you start with a 'new' coil spring from a car, it will need to be cut down. I find it easiest to throw the coil spring into a bonfire, let it get hot, then cool off (anneal, or soften, or remove the temper) then cut it with an angle grinderhttp://en.wikipedia.org/wiki/Angle_grinder
or high tension hacksaw (worth the extra few dollars).http://www.stanleytools.com/catalog_images/mid_res/15-113_mid_res.jpghttp://www.stanleytools.com/default.asp?CATEGORY=HACKSAWS&TYPE=PRODUCT&PARTNUMBER=15-113&SDesc=12%26%2334%3B+High+Tension+Hacksaw
If you skip the annealing, you use up a lot more blades and elbow grease whether you use the angle grinder or hacksaw. If you use a flat spring from a car, you don't have to anneal, but I find that kind of spring a bit awkward to hang on to.
NOTE: protect your eyes! The angle grinder throws off more sparks than a firework and they get into the most painful places.
NOTE: cut metal is HOT! An angle grinder is faster, but all those sparks are burning steel. Whatever you are cutting will get hot, even if using a slow hacksaw.
NOTE: cut metal is SHARP! Even a flat edge has burrs that will grab your skin and tear it open.
I did part of this last fall, so I don't have any pics of the annealing or cutting : P But here's the end result.
I'll be using the big round piece.