For a four inch or so blade, I have always liked to stuff the end of the sheath into my right rear pocket. A longer blade usually goes on my left side (I am right handed), that way I can get to it with either hand. I don't like low slung floppy belt items, be it holster or knive sheath. I either make my own from leather, or lately have been going to kydex. I have purchased from both Cutlery Shoppe and Blade Tech...they will custom make anything you want, within reason of course. Kydex will last forever, holds without a safety strap (although you can have one if you want)...
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OBG