Thigh holster all the way. The MOLLE vest is designed to ride higher on ones hips (2-3" above the hips) making it very difficult and awkward to draw your weapon if its mounted on the MOLLE. Also, if your weapon is thigh mounted and you're taking a breather and stripping layers of gear off, you can remove your MOLLE vest and still have your weapon on your person. Had it been mounted on your MOLLE vest, you would either have to keep the vest on or remove the sidearm from the vest and safeguard it in your cargo pocket. When carrying a weapon I want it on my person 24/7. A thigh holster allows me to carry my weapon and a spare mag and still gives me the ability to remove my MOLLE vest..
My personal preference is the SOE Tactical holster available from Brad at Lightfighter. Here's the URL:
[url]http://www.lightfighter.com/item.html?PRID=793744[/url]