I usually carry my knife in my right front pocket. If it does not have a clip, such as my Gerber Paul knife, it is mixed in with my keys and change. If it is my Umfaan, in its small leather slip case, it depends. I have been concerned with pulling it out with my keys** and sometimes have it tucked in my back pocket. It is relatively small and deep in the pocket and would be harder to grab, unless someone used a razor, to make a slit. Perhaps someone familiar with how pickpockets work can provide some more opinions.
I do like clip knifes that carry deep in the pocket as such carry is more secure, both from being stolen and from being inadvertently caught on something and lost. That is one of the reasons I bought an Al Mar SERE 2000. I find, however, anything over 3 ounces a little heavy for everyday carry, and the SERE 2K is about 6 ounces. I interestingly find that this 2K knife although long, is not a problem with longer pockets found in sport slacks, such as khakiís, because of its deep carry. When wearing jeans outside in the yard or wherever, I find the SERE 2K or the Sebenza can be uncomfortable, if in my right front pocket, when I bend or squat in blue jeans. I have also found that knives that ride higher are more likely to start riding up with the possibility of popping off.
A friend who was in law enforcement for many years, carefully tucked in the lanyard (or fob) on his Sebenza, because he was specifically concerned with someone grabbing it.
**I believe that is how I lost a small Cold Steel Shinobu key chain knife. I had to check it at a court house, and unclipped it. I believe I left, picked up the knife, and did not immediately clip it back. I think that then it must have caught enough to be pulled out of my pocket, the next time I pulled out my keys. Since I lost it, I am not sure exactly how it did get lost.