Carrying a knife, whether it's a sgian dubh or not, really isn't a problem if you're smart about it. Know the law, and follow it. Don't carry where it's not permitted, and don't carry where there might be metal detectors. Trust me, it's easier to leave it in the car, or at home, than to deal with the hassle of explaining why you're carrying a knife... for some reason, "because it's legal" is not an acceptable answer in most situations.

I've been carrying a knife daily for almost a decade, and I've rarely had problems. I've been questioned and harrassed on many occasions, but I've only had one knife confiscated... and that was at Buckingham Pallace... let me just say that I LOVE amnesty boxes...

Like I already said, know the law and follow it, it makes life easier. I don't know about your area, but where I'm from, a 10 inch KaBar on your belt is a tool, but a 3 1/2 inch knife concealed in your pocket is a weapon, go figure...

With all that said, I have NEVER been hassled or even questioned carrying a sgian while kilted.