Lots of good suggestions here. I was in the same boat a while back when I decided to go from flesh picking to using thumb and fingerpicks. Based in part on comments in threads like this one, I went on Elderly's site and ordered a literal bagfull of assorted thumb and fingerpicks. It wasn't especially cheap, but it seemed the best way to figure out what worked for me. After lots of switching around, I settled on the Fred Kelly Speedpick (the heavy Delrin one), but my second-favorite is the Fred Kelly Bumblebee.
I kind of wish I could learn to like the nearly ubiquitous Dunlop thumbpick, or any other pick that's readily available in your local guitar shop, just due to the convenience factor (plus they're cheap), but they just don't work for me.
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-Craig
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