I like both kydex and leather. I really don't have a problem with Cordura, either, if the sheath is well made. I really like Jeff's kydex sheaths because they are compact and ride close to the body. They are great for discreet carry. Of course, NOTHING beats the feel and look of a well-made custom leather sheath.
For big knives, I like leather or Cordura. For knives with 7" or shorter blades, I prefer kydex or leather. Big kydex sheaths just don't seem to carry as well to me. My Kershaw Outcast has one, and I just don't like it. My DFLE rides well in Cordura or leather.