What knife is it specifically?
Do you have a preference in materials? Leather, plastic, carbon fiber, nylon, etc.?
Would you prefer to buy a sheath already made, have a sheath made for the knife, or make a sheath yourself?
Are you looking for a sheath that places most emphasis on compacted form factor, comfort, versatility, etc?
If this is a folder, I personally like the sheaths made by Maxpedition as 10 bucks buys a very well made and functional nylon multi-directional holster, but there are a ton of good names.