Just had this discussion the other day at a shop,
1) Where do you typically wear it? I assume the inside of your off hand leg (i.e., right hander would carry inside the left leg).
traditionally that way, some like to carry outside/strong side, though that seems to be more for just carrying a spare gun and not too concerned with concealing it (ie strapped to you combat boot type of thing)
2) How large a handgun can you comfortably carry? I'm sure a Kel-Tec P32 or P3AT would be easy. How about a P-11 or G26/27? Anything larger?
I carry either a P32 (formerly a 21A) or a steel j-frame. I have seen holsters up to a 1911, but the guy was freakin' huge. To me it depends on how good your holster is, how well it fits you, and your clothing. I prefer the steel frame and carry it fine, but if I was concerned about running with it (ie, LEO, I would probably opt for a lightweight).
3) Can an ankle rig be worn with western-style boots, or would that be too much of a hassle? It would have to ride pretty high, wouldn't it?
If you mean cowboy boots I have seen people use a clip type holster and just clip it to the top of the boot. I have never been too keen on it myself. Other wise, you would have to ride it high (and outside your jeans if you have them tucked into your boots) or have really oversize boots. If you wear your pants untucked, my buddy has a simple velcro band type ankle rig, and she straps it over her duty boots and under her pants, and it seems to work well for her.
4) Any recommendations for a good rig to look at?
I use the old Bianchi Ranger, which I am pretty sure is not made any more. It rode high, had a cinching band, a thumbsnap, was moderately padded, and had a nice ankle cut that allowed me to shove it into the top of my shoe, kind of making it an extension of my shoe. I think the ankle, more so than most others, requires some trial to see what works best. I think the Galco is a good choice, though I have not worn it much. I would go to a good shop, try several on, and buy one from them even if I have to pay retail. Nothing sucks worse than an ill fitting ankle holster. If you are the type that is not bothered by much, I would just order one of the larger manufacturers, and make sure it is padded well. An option for a calf strap might be nice. I myself prefer a thumbsnap or even a suicide strap. My friend has a pretty cool one for hammerless smith (do not know the make) that has an elastic that covers the shrouded area to retain.