As to whether the knife will come out of your pocket with the sheath has as much to do with the design of the sheath (how tight the knife fits) as the material used to make it.
Most finished stingray skins are going to feel somewhat slick. Raw stingray skins are very rough and I believe were even used as a type of abrasive sandpaper of sorts by the Japanese. When they are finished out they have a high luster and are available in nearly any color you can imagine and I have even seen patterns printed on some.
Sharkskin is usually a little more rough but can also be finished out to be rather smooth. I believe raw shark skin has also been used as a type of sandpaper as well. Shark has a more dull appearance than stingray but can still be very attractive.
You might try searching some custom holster makers websites to get some ideas of what these two leathers look like on a finished product.
Alligator is a different type of leather altogether. Overall it is mostly slick, or smooth, but with a much heavier texture. The texture also greatly depends on what part of the animal the hide came from.
Your best bet is to try to locate some of these leathers in person so you can get a better idea of what the differences are.
Good luck,
SDS
