I've probably bought a half-dozen different hobby (e.g. "Xacto") knives over the years, and they were all disappointments. Either uncomfortable to use, or more commonly, would not hold the blade securely.
I just bought an Olfa Cushion Grip Art Knife that is by far the best hobby knife I've ever used. It has quite a heft to it (the plastic of the handle feels like it may be glass-filled resin) and grips the #11 blade by the edges rather than the sides, so the blade is clamped with absolute rigidity. A real pleasure to use.