It is, after all, a weapon. So wear it where and how you can draw it the fastest. If you favor the cross draw, then you would grasp the scabbard with the weak hand and draw the dirk with the strong hand, making it be on the left side. Because the sgian dubh doesn't require anything other than a draw, it is worn on the strong side, or in most cases the right.

Practice in front of the mirror, until you are comfortable with it, then you will carry it better. The same holds true for any weapon. If you can't get to it fast, it should stay home.