The ankle and the forearm are two places where it's just plain never advisable to carry a weapon of any size or weight; the movement of your limbs will dislodge any knife (or firearm, for that matter) that's actually accessible, and any item stapped down securely enough to stay there will most likely be sloooow on the draw. Ankle carry is a little better than forearm in terms of staying concealed, but in both cases clothing tends to bunch up or swing back or fall down or what have you at the worst possible moments, revealing to the world that you're carrying.
I agree with the4th; waistband or pocket is your best bet, and I've always preferred waistband. If you're a large mammal, behind the right hip is usually a good spot.
Razor