Pocket clip for me, or holster.
For defensive use I have mine set on strobe for a couple of reasons: First, not only does it hurt like high intensity (which strobe is usually the highest lumen setting) but I think it can also be disorientating. Second, strobe is more likely to attract attention in a dark setting. In a SD situation I want to attract as much attention as possible.
On a side note, some folks don't like flashlights with 'blinky' functions such as SOS, strobe, beacon, bike flasher etc. Personally, I'll take as many as I can get. From a survival/emergency preparedness perspective it could save your life. I talked with one guy who said if he had to he'd simply tap out SOS with the switch. Not the best option. An SOS option (or any blinky function) may have to operate for hours before it attracts attention/rescue. Tapping it out for hours isn't the best use of time, energy or resources. Plus if you're injured/sick or tending to someone injured/sick you don't have the time to sit there and tap it out over and over. With a blinky function you click it, set it and tend to other matters. Not everyone knows what SOS is these days (three long, three short, three long, three short etc) but blinky functions are normally at the highest lumen output and attract attention with the repetitiveness.
From that perspective my favorites are the Convoy S2+, Astrolux S1, BLF A6, Nitecore SRT3 and the Nitecore EA11. Instant access to whatever mode you prefer and memory.