As of now, I've tried it with the sporran and belt in the loops, just the sporran, and just the belt. It's pretty, uh, relaxing to wear the belt without the loops, but I do find it moves a bit sometimes. Not too often though, so it's not really a problem.

I find that even with the sporran belt through the loops I can move it to the side when the occasion calls for it. When it's not through the loops the chains get a bit weird (it's kinda hard to describe), so I always put the sporran through the loop. Since it's easier not to put the belt through, I imagine most 'casual' situations I'm not going to, but more 'intense' situations (concerts, maybe something formal, and if anyone ever pays me to play frisbee in a kilt).

Thanks for all the advice! It's good to know I've got some freedom in deciding how to wear it (I mean, I can always wear it how I want, but now I can wear it how I want and not look like an idiot to someone else in a kilt).