I have an Alessi ankle holster for a Colt Detective Special. I do not use it regularly, but you can get used to the weight for casual activity. However, I can't imagine using it for something that is heavier or has a large size. No matter how tight you attach it, mine will ride down until it's resting against the top edge of my shoe. This usually isn't a problem.
That said, I have a G26 and I've considered the Galco rig with the ankle strap for it.