Hay All,
The only "thigh" holsters I've seen are meant for open carry. They are intend to be used in tactical use such as a SWAT team would encounter. Makes the pistol easier to draw when you are crouching behind cover, etc. I've never seen one for concealed carry.
I can't recommend too highly the importance of getting training for Concealed Carry. One needs to know both the gun handling and the law. If your budget won't allow taking a class from a certified trainer, collect books and DVDs from recognized trainers and study them carefully. And, of course, practice a lot with an empty gun. As has been mentioned on this forum before, its real easy to make a deadly mistake. If one don't know the law, its equally easy to make a mistake that lands in prison.