Used to always carry a Gerbar Guardian Back-Up dagger, adjustable retention, rotatable clip.
Bent the clip years ago and stopped wearing it, recently contacted Gerber via e-mail, and 6 days later had a whole new sheath in the mail (I'd just asked about a replacement clip!)
Can adjust the retention so tight it's almost impossible to pull out, won't fall out if adjusted right, as tight as you prefer.
if you can stretch it a bit for $20 more you can get a great boot knife in zero tolerance.
You might want to consider the ESEE3 also since it does come with a belt or boot clip. Nice size and definitely a great knife.