In basic and AIT (Advanced Individual Training) you use only what is issued, once you go PDA (Permanent Duty Assignment) you have a lot more room as to what you can carry for personal gear. It will largely depend on the unit you go to and the unit SOP (Standard Operating Procedure), but some units will issue a government approved knife or bayonet, but usually you can provide your own and often times you can find something better than military issue.