Right after I purchased it, I lost my Bruce Bump swayback and went crazy before I found it after maybe a week. Sadly, it was in a pair of pants identical to the ones I had checked first in my search for it, thinking the wrong pair were what I had worn the previous day. Still, it was enough that I stopped carrying it for awhile, then threw it in a CRK slip pouch, thinking that as the pouch would make it bigger, it would be harder to lose. After about a week, I gave that up and carried it loose again. The only time I don't carry it is if I'm wearing pants or shorts with shallow pockets.
My thought is I bought a knife, not a paperweight, and a knife not in my pocket is just a paperweight. I would rather lose a knife that I like to use than have a pretty paperweight. It is tough to lose a knife, but whether lost or never carried, the result day to day is the same. It's up to you to decide whether you would rather never risk losing it and not often use it, or use it a lot and accept that potential. For me, I like my customs too much to not carry them.
edited to add: Sometimes I will stuff a slipjoint under my wallet and phone in my front pocket, and then there's no chance of it escaping.