I've used a number over the years, and have found that this one from Desantis to be the most comfortable for (long) day long wear.
http://www.desantisholster.com/044.html
It has padding that is very comfortable against your leg, and a strap long enough to allow you to wear the holster over a boot (GI Matterhorne). The over the boot is definitely the most comfortable for long wear.
Uncle Mikes has no padding, or at least the ones I tried didnt, its been awhile. They were the most uncomfortable holsters I've tried. I also have a Galco with a sheepskin like lining that is borderline OK, but not near as comfortable as the Desantis.
If your planning on using this as you primary means of carry, you really need to think about a couple of things.
You really need pants with a full cut, and better yet, baggy leg. I normally wear Carhart type pants that are full cut, and they can still be tight. You also dont want the leg to taper at the bottom, for obvious reasons.
Make sure your pants are long enough. This may not be real noticeable standing, but once you sit, it can make a major difference. Some wear a second sock over the holster, but I've never found it to be comfortable or to really work, as I was always having to fiddle with it.
Getting out of your car can also be hairy at times. An ankle holster is a lot easier to get to in the car though.
Shorts wont work to well for concealment, but sure do make it a lot easier to get to your gun.
You really need to practice getting to your gun and think about how you will under every imaginable situation. Consider and increase your distances to the target. You may have to r u n n o f t until you can get to a place you can. Contrary to what you might hear, it isnt as slow to get to as you might think, but its definitely slower than most other methods of carry, and tends to put you in not so great positions. On the otherhand, it can be a good position too, depending.
Keep in mind where your gun is going to be. You will need to keep a close watch on it and keep after it cleaning wise. It will get a lot more dirt and crud in it than it would on your belt. Water hazards are a hazard too. Its also in a spot that tends to get banged up too. More of a give away issue than anything else though.
All that said, I usually only use it for a backup. I normally carry IWB, which I believe is the most comfortable and concealable way to carry any size handgun.