this is my latest investment. It's a Youkits HB1B and it does 40, 30,20,17,and 15 meters 5 watts CW only. Help me decide on the best antenna setup.

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It depends on where you will be using the radio? Are there any trees available?
The best combination of value / performance is a simple dipole.
IMHO, the best multiband antenna for portable ops is a W3DZZ doublet. Sotabeams sells tuned traps for W3DZZ at a reasonable price.
The easiest and lightest portable antenna is an end-fed dipole. It's not as good as a dipole performance-wise but it's very compact and easy to deploy. I've used an end fed made by End-Fedz, model 10/20/40 with good results.
If you decide to go with a wire antenna, get some insulated, stranded, copper clad steel antenna wire from the Wireman. It is hard to break and will never stretch. I've used his 22 (or 26?) gauge wire with great success.

If no trees are available, a compact vertical may be the answer. You can also purchase a fiberglass, 30 ft telescoping pole and hang a dipole or the W3DZZ from it.

I also bought a Buddi-Stick vertical but to be honest it the worst portable antenna I have used. You need to bring an antenna analyzer with you and re-tune the antenna every time you deploy it or change bands. The Buddi-"thing" got a lot of followers that will try to prove you that the antenna works better than a full size Stepp-IR Yagi. LOL. I would not use it for anything below 20 meters because it simply sucks to tune properly. It's a pain ti tune even on 20 meters. I warned you. You decide.

I have a 22 foot extendable wind sock pole and thought about using the sota beams linked dipole 3 bander.

I'm going to rock an Alpha vertical that I picked up in Lincoln this past spring.
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I've had it set up in the back for the last couple weeks and its done good.
Its not as small as an end fed, but then again I wont need to find a tree to deploy. (I still have a few end feds that will probably go on vacation anyway).

I carry individually tuned endfeds.

Cool on the HB1B, congrats.
On antennas. Make a few, see how they work, and let us know. :)  
have made good contacts on a random wire, but a dipole for the band you want to work is tough to beat.  
note to self: build that linked dipole

I've decided to go with the linked dipole. I am however already made plans to build one too.........

I've also seen lots of info about tape measure antennas.  Either one tape measure to make an end-fed, or 2 for a dipole.

As always, the "best" antenna depends upon your goal.  

If it's local to a few hundred mile comms using the low bands, then the low mounted (25 ft high or so) multi-band dipoles mentioned above are great choices.  I'm not a fan of end-fed thingies as they almost always suffer from inefficiency on the low bands when implemented w/o a proper counterpoise or radial system.

If your goal is longer range CONUS or DX work, then horizontal antennas like dipoles need to be mounted higher than around 1/4 to 3/8 wavelength (45 ft or so for 40 M).  If you can't mount at that height, then Verticals and Inverted-L's outperform the horizontals. An Inverted-L is my preference as it's effectively a vertical on the lower bands, and a horizontal on the higher bands. "Verticals and Inverted-Ls for the Low Bands – Horizontal Antennas for High Bands" ===> http://vtenn.com/Blog/?p=221

100' extension cord and an adapter.    One of the older guys in one of the clubs uses that with his FT817 and LDG tuner.  Sure, it's not resonant on anything, but he's had success with it.  Just throws it over some trees or something and starts transmitting. 

I ran QRP a couple of years ago with a yaesu ft 817nd and a EARCHI EFHW. had a couple of great qsos using that antenna like a vertical. I decided to sell that rig to a friend of mine and regretted it ever since. This time I wanted to go with something smaller and without a tuner in line. I love qrp work and this may be a relapse of an old addiction for me. Of course this time it will be strictly cw, however cw will get through when ssb won't, so i should get plenty of contacts.

Check out the Yo-Yo Antennas, lighter & longer than tape measures, depending on the tape measure of course. Yo-Yo Antennas

So far, my go to portable that I've been most happy with is my DIY mag-loop.