Ideally, something non-leather to keep your scent down - leather absorbs sweat and other scent-rich substances. Not to mention its own strong scent.
I have an over-the-shoulder chest holster/sling rig made of nylon for a scoped Dan Wesson .357 mag revolver.
I have a nylon (Uncle Mike's I think) belt-slide holster for my Taurus 4410 .45 colt/.410 shot.
Normally though, it's just the 94 Taurus .22 revolver loose inside my hunting fanny pack, being the only "sidearm" I carry.