I don't like Kydex in cold weather, I've had it shatter very easily in really cold weather. Nylon sheaths are OK but they cut easily. I've tried them all over the years and have returned to leather, for my uses it's the best choice. As for attachment systems, I think it all depends on what you plan to attach the sheath to. Molle systems work well for appropriately designed carrying equipment. I like the Blade Tech Tec Lok system for a waist belt.