I keep the Leatherman Blast on my duty belt in the leather pouch it came with. When I'm not at work I have my Leatherman Skeletool either clipped to my back pocket (with SAK riding up front) or clipped onto my Maxpedition Fatboy that I keep in my truck.
Slipped my Wave in my pocket to mow the lawn (handy thing that pocket clip) and its still in there!