A throwing knife should not have a sharp blade! You might easily cut yourself when handling it, and bounces from the target become really dangerous. Blade grips are only possible if the blade is blunt. The throwing knife will not stick better with a sharp blade. The only thing that matters is the throw and perhaps a tapering blade: a point that is not too wide or thick but gets small and flat for better penetration of the wood (no "needle-points" though, they tend to break).
Throwing knives are often made from a soft steel, so that you can easily repair them with a hammer and a file if they got a dent (e.g. from being thrown at something solid :-) Sharp blades pose a problem here, too!

I do prefer knives without a specific handle, that is everything out of one piece of steel. Plastic, wood or even leather, commonly fixed with the help of rivets, will eventually come off and has to be (external link / new window)replaced. But some people find that a wooden handle really is comfortable to grip, or that handleless knives are too tiny for their paws.
If a throwing knife slips out of your hand too early (and your fingers are strong enough), you could improve your grip by putting some tape around the handle, crepe tape or insulating band for example. To insure a smooth release, do not use material that is too rough, and wrap the last layer from the handle end to the middle of the throwing knife.

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German: Klinge und Griff eines Wurfmessers