Not all picks are created equal. Though I often play guitar with my fingers as this was the way I was taught since childhood, I do use picks and in some circumstances could not live without one. For example; playing rock of any type and there is shred, classic the techniques often require a pick. Playing Bebop jazz I tend to use both and keep the pick tucked in my hand during performance. Nevertheless, I have my favorites and I'd like to share which type I use and why.
I really like Wegen picks because the material gives me a bright tone and it is hard enough to allow for quick picking.
The picks are also grooved and this groove prevents the pick from slipping out of my hand at the worst possible time. I also like Redbear picks, I was told about these from a certain player who now plays a lot of Zappa tunes. The Redbear is probably the closest thing to real turtle shell. The tone of the Redbear is also very good.
Finally, I like the Jim Dunlop picks as my all time favorite. Jim Dunlop has the Jazz picks and rock picks at substantial savings compared to the Wegen and Redbear which will set you back upwards of $25.00 a pick depending on the model. However, the Wegens and Redbears are worth it if you are recording. If I lose one - I cry! Another brand I like is the Steve Clayton picks.
Picks are fun and generally cheap additions that can really help your playing and also if you find the right one for you - Make playing more enjoyable. Anything that increases your time on the instrument is good for you and your playing. Go buy a few picks and see which particular models suit your needs. Have fun!