If it's your preference then that's what you should do. If you've read the laws I would say the only holster to avoid right now (because of clarification is needed) is a IWB if you do not have a CPL. I agree the weapon retention is very important. There are many holsters out there that are good.
Your comment about your weapon being taken has more to your own SA than what type of holster your wearing.
There is always a chance of confrontation. And like many say here read Wash Rinse Repeat!!! Be prepared. This is your Right. Also know that the law is on your side.