In many areas with concealed carry permits, part of your permit mandates that the concealed firearm must be in a retention holster.
I know of Georgia which has this restriction, and no other place. I think the restriction is not needed.
I've mexican carried for 6 of the 7 years I've carried a gun. Still no hole in my butt cheek, despite what the interwebz say.
Never found any holster I liked. I've found that rubber grips secure the gun from wiggling or falling. I suppose I could try the clip draw thing, but it is mostly redundant with rubber grips.
Part of the problem I've had with holsters is that none got the angle quite right, none (of the leather ones I tried) were thin enough, and none let the gun ride as low as mexican carry.
I've heard that some of the new plastic holsters may solve some of these problems and might be worth a look.
-T