What capacity do you actually need?
Work from your phone's battery, not from the biggest number on the shelf. A modern phone holds roughly 4,000 to 6,000mAh. Conversion losses mean a power bank delivers about 60 to 70 percent of its rated capacity into a phone.
So a 5,000mAh bank is most of one phone charge - enough to get you home. A 10,000mAh bank is between one and a half and two full charges, which is the right size for a day out or an overnight trip, and it fits in a pocket. A 20,000mAh bank is three to four phone charges or one laptop top-up, and it is heavy enough that you will notice it in a bag.
Most people over-buy. If the bank is too big to carry, it stays at home, which makes it worth nothing.