I usually use the paddle for mine. It's a pain to remove, but as a result, VERY secure. Being a paddle, you have more options for placement since belt loops don't matter. I shot at an IDPA match today and used the belt loop instead... no issues. Mine is the standard level 2 for a Beretta PX4. I was a little worried using a retention holster that I could have issues drawing rapidly and from concealment, but never had a problem. The common mistake is that people will start pulling up before they apply finger pressure to the release lever, if you do that it'll make releasing the catch very difficult.
Actually, in spite of using a DA/SA gun with the safety on (mistake by the SO... found out at the last string), from a retention holster with the extra recoil of a .40 I did very well, better than a couple guys using the standard striker weapons and friction-only holsters. I ruled one string where we had to knock down a steel target around 20 yards out. The 9mm guys using 115gr ammo had to take multiple shots and my .40 knocked it down on the first shot.
I think I scored second on that string, waiting on the official results. My overall score will be low, was wild on the first string since I had no clue what I was doing. It helps if you aim!
As for leather break-in, not sure... I'll be watching this thread though, since I'm considering carrying a S&W Airweight with a leather OWB holster. Desantis most likely. I've looked on the various forums and some people say to use a glycerin based soap and water and lightly wash the holster (damp, not soaked) and then put in the gun. Others say to use various leather creams or the Galco stuff. And others are emphatic about not using anything, just wear it around the house, watching tv, etc and give it time. If you elect to just be patient, let the holster sit out in the sun for an hour or two, then put it on and slide in the gun, the heat will loosen it up a bit. And, I got the following from a search...
If you want to speed up the process, or want a really slick fit, then Triple K Manufacturing also suggests this method. Wrap your unloaded gun in a soft plastic bag that will form fit to your gun, like a clean bread or trash bag. (The bag is simply to keep your gun and grips clean.) Then cover the bag (the part that fits in the holster) with your favorite gun lubricant (anything from saddle soap to baseball glove softener to Neat's Foot Oil, etc.). You can also lubricate the inside of the holster. Then shove the gun in the holster and leave it for 2 or 3 days. When the time is up, remove your gun and wipe any excess lubricant out of the inside of your holster with a clean towel or rag. The holster should have absorbed the lubricant and relaxed to fit your gun. This is what would have happened naturally over time.