Thanks for all your great input guys!
I did end up buying an Ideal stripper and so far, I like it for the larger stuff. I just adjusted my cheap Kleins to the 21/22 AWG solid wire for the other stuff.
BTW I use a good bit of shielded wire and I just use my break-away blade knifes for that. I usually use the same shielded wire so I'm used to what I have to do to keep from cutting through or nicking the shield. I think the key to that is to lightly cut all the way around, then bend the wire at the cut before I go back and finish cutting the jacket(s) off. That way I can see where it still need slicing. The problems arise as you continue to cut in areas that are already sliced through.