I am referring to mechanical pencils of roughly 0.9mm or less. On 2.0mm, there is generally not a sleeve, and even when there is (such as the Staedtler 925 25-20), a 2.0mm sleeve is relatively pocket safe.
I know of the following off hand.
Retractable Tip
Pentel Graphgear 1000
Rotring 600G (precursor to the 800 – out of production)
Rotring 800
Rotring Rapid Pro
TWSBI Precision
Capped Pencil
Pentel Kerry
Pentel PMG-AD (0.3mm)
Tombow Zoom 505sh
I am sure I am missing some.