Odd...I just bought a kilt in Edinburgh the other day and was wondering how to carry while using it!
The kilt is actually really, really comfortable. I get looks wearing it (I'm in England at present), but no one's said anything negative yet. I will say, though, that it seems slightly indecent to me to wear a kilt without a sporran. With that in mind, a few options occur to me:
1. Inside the sporran. Kind of obvious, although it means that you can't really have anything else in there.
2. Behind the sporran. Surely something like a P-3AT could have a holster velcroed to the back.
3. Thunderwear or IWB (I'm sure something can be set up to allow IWB)
4. Strapped to the leg. I'd say inside of the leg is a loss of man points, but outside the leg is okay.
5. Wild West. A kilt's already supposed to have a belt about four inches wide; getting gunfighter belt shouldn't be a huge problem.