In the Screwfix clearance sale they have a Drill Holster for £2.99 which includes a belt. I was skeptical about it after seeing the price. I took it off the belt and put it on my own with my pouches for nails etc. I used it yesterday whilst I boarded up some windows on a house. It worked really well, there is a loop at the top which stops the drill falling out even whilst I was going up and down ladders and bending over. I don't wear a rig all the time so I previously baulked at buying a holster of some of the high prices and hadn't even noticed this one at the full price but £2.99 is a bargain. http://www.screwfix.com/p/forge-steel-drill-holster/47712
I had to go into SF to change some boots and bought one while I was in there. Haven't had to use it yet.