I have always carried my devices on my beltloop, but always purchase cases with swivel clips so that when sitting, I wear the unit horizontally, and when walking swivel it to be worn vertically. I must admit to having gadget-acquisition-disorder, which includes nicely made leather cases as well.
If I am wearing cargo pants/shorts, then the device frequently ends up in a cargo pocket, but not always.
I never carry it in an inside pocket on a suit coat or blazer - the weight of even the lightest device tends to pull the pocket seams and lining apart over time. Besides, it can look like your packing 'heat' when carrying some of the larger devices around.