Not the best solution, but when I was visiting my folks (in a very anti community in VA) I was trying to run every day (unfortunately that didn't happen...). I would wear my issue pistol belt and a drop down tactical holster under my shorts. Believe me, not the most comfortable, but it worked.
I have used fanny packs, t-shirt holster (UC Comfort version) and chest rigs from Survival Sheaths when running while doing dignitary protection for the DoD. For running I personally prefer the chest rigs as the fanny pack flops and smacks certain parts I prefer not to smack with my Sig.
The Survival Sheaths Chest Holster is stable but is specifically for just a weapon their Off Duty rig is bulkier and carries more equipment.
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