I *always* attach a survival kit to my knife sheath. Some are indeed easier than others. The old Gerber BMF and LMF Cordura sheaths had a liitle "belt" built into the sheath so that you could easily lash a pouch to it. I used an LMF sheath with my SOG Knives bowie to hold a kit.
Any of the newer Kydex sheaths come with slots and holes along both edges, making it super easy to attach a pouch. But even if you have a plain old leather sheath you can attach a pouch with a little ingenuity, some 550 cord, duct tape and zip ties.
I've used pistol mag pouches, rifle mag pouches and compass pouches to hold kits on my knife sheath. But the easiest way would be to order one of the many aftermarket sheaths that either come with pouches already attached, or are easy to modify.