I you want Kydex for the sport type activities that you're describing, then I'd recommend something that had a more active retention device incorporated. There's nothing worse than discovering your gun fell out of your holster somewhere while you were riding a 4-wheeler.
To that end, I'm a pretty big fan of the BlackHawk SERPA holsters. They offer good retention, allow a variety of options in one holster (strong side, weak side, paddle or belt), and the cost is right (about $40). I've owned a few different kydex holsters, but the SERPA is by far my favorite.
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