Kydex isn't for everyone, but it does have some attributes. It is water/sweat-proof, doesn't hold odors, and its natural stiffness allows an IWB holster made thereof to stay open for reholstering without extra layers of material or reinforcing bands. Its "memory" allows it to be molded so as to offer excellent retention qualities and, once "popped" past the retention molding, a smooth and friction-free draw.
It does make a bit of noise when the pistol is drawn and it is noisier if something strikes the holster. (On the plus side, the holster and belt do not "sqeak", a problem with some leather products). It is also a bit harder on the pistol's finish than is leather.
As to the issue of screws, Blade-Tech and others use screws to permit the user to adjust the holster's tension. Kydex holsters may be had, from MD Labs and others, which use rivets instead. Take your pick. I don't worry overly much about the screws coming undone. After all, the wheels on the car that I drive down the interstate are (shudder) BOLTED on.
I like and use both leather and kydex/concealex holsters. If the holster is properly designed and executed, the material it is made of is practically moot.