Don't forget that the Skeletool CX also includes a plain edge blade, vs. the combo edge on the standard Skeletool. If you plan on using the knife a lot, this might be an important factor. Also, note that this is a reversal of how these models used to ship: a few years ago, the standard model bore the plain edge and the CX had the combo. At some point, Leatherman swapped the two so if you're buying used, make sure you know which version you're getting.
As for the topic, I prefer to use the clip on my CX, while my coworker drops his down in one of his side cargo pockets. Both methods seem to work well for each of us, so I don't expect you'll have any issues, whichever way you go. As long as you're okay with the size and weight, you'll do fine carrying it without the clip.