Big Ditto on NOT attaching the pistol to the saddle. I have never attached anything to the saddle that I really cared about losing
From my own experience, I don't advice a shoulder holster either<--bulky, uncomfortable and, it was awkward for me to quickly get the pistol. I ended up throwing my shoulder holster in the garbage.
I've looked at the holsters that attach to the waistband of your pants. They make a lot of sense but, paranoid fretter that I am, I have visions of it somehow coming off the pants - lol It is something to consider, however
In the end, I only have a .38 Snub, so I carry it in my fanny pack (a/k/a b***h bag) that is attached around my waist; that and my cell phone and some form ID that isn't a credit card or my drvier's license --- just in case I do off my horse and get knocked out