The factory sheath can be fitted with either ESEEs own belt clip ( can be clipped to pocket too ) or a Tek-Lok which will allow vertical or horizontal belt carry. You can also just use a bit of paracord and a chord lock to attach it to your belt like shown in the manual that comes with the survival kit if you got that too.
I tend to carry it in a lot of different ways just depending on my mood since it's so versatile. I've really liked the Tek-Lok so far. It easily attaches to my belt if I want to belt carry, and it's low profile enough to not but me in my pocket too much if I just want to drop it in there. In addition to that, I'm actually sitting here with it clipped to my shirt collar and kind of hanging off the shirt--pretty comfy for just sitting around home.
There's all sorts of different ways to carry them I've found, I think there's been a couple of different threads on the subject too.