I generally wear either garters with flashes or garter ties whose ends then become the flashes when they hang out below the hose turnover. Otherwise, as Ryan says, your hose tops will head south with any activity.

I rarely wear a sgian dhub mainly because, aside from highland games and similar celtic themed events, most of the time I am out kilted I am places where I would not carry a knife, certainly not one of the size of a SD, and certainly not in an openly visible manner (work--a children's hospital, a function with my son and his friends, golfing, horseraces, black tie dinner, etc...). IMHO not a necessity, although I do have a few that are indeed functional with a sharpened edge, I think the most I have used them for was to cut off some tags from something I bought at a games or to trim a couple loose threads here and there, maybe split an apple or orange once or twice.