Proper Sgian Dubh

[The Wizard of BC]

There is no rule that says you must wear a knife in your sock. So really, it comes down to the event and the venue.

If you are having to fly anywhere it is a good idea to leave the knife at home or pack it in checked luggage.
It is usually a good idea to acquaint yourself with the local laws and regulations.
If you are going to be on any school grounds leave the knife at home.
The same would go for any public buildings like courthouses or museums etc.
If you are going to be in a church it will depend on the church and personal preference. Some will not take a weapon into a house of worship and some do. It is a good idea to ask.

If your event is a Scottish themed event then that is the time to pull out all the stops and dress the part.

In general you would wear the best knife you have for the fancy dress events. If you have more than one you would probably choose the fanciest one with the shiney parts over the one with a deer antler handle.

But whatever you decide - leave the blade in its sheath. In this day and age, pulling and brandishing a knife could lead to finding yourself face down on the floor or the middle of the street.