I've used all sorts of sheaths. I think leather is the nicest, but I worry about it getting wet and about its long term durability. I got a kydex sheath for my Becker BK10, but found it clunky - and reinserting the knife was a two-handed operation. I worry about the safety of nylon sheaths - though I liked them for large folders - like the one Doug used to sell with the Mk1 (though I stopped using them about the time Doug stopped selling them - and I now just use the clip in a front pocket).
Though I'm sure Doug frets over them I have to say that the combo nylon/kydex insert sheath that Becker and Doug come with is honestly the best combination I've used. I like the choice of a snap on the keeper strap, and Doug's sheaths have a nice combination of attachment points that can be removed as desired.
My only ongoing worry is that over time removing/inserting the blade will eventually slide the keeper strap, but so far that hasn't been an issue.
Oh, and I like that Doug went with the black nylon. The green nylon sheath that came with my Becker BK10 is a tad too military looking for me.