I have a Desantis OWB holster with thumb break my Taurus Millenium 9mm compact. Reasons I prefer thumb break:
1. I am active, and would not want my piece to come flying out.
2. Less chance of a "gun grab" by some crazy if I open carry.
3. I am not too concerned about a need to quick draw.
http://www.desantisholster.com/001.html