Al has a good idea with the cargo shorts. You could gradually work up to filling every pocket with blades for an "extreme" run. Sort of like marching with a full pack. Just be sure to wear an extra-heavy belt. I don't run but at work a wave in its sheath is at my side with a paragon elephant in my cargo shorts pocket. I'm not fond of clips because of the obviousness and the loose pockets are easy to access with one hand. For security get shorts with velcro flap pockets. A possible ploblem though could be the knife banging against your leg whilst running.
jeff
jeff