I like to play with thick picks, most of the time. I find myself gravitating towards the blue, but sometimes I'm just in the mood to go purple. If you need to play heavy, or loud, or with high energy, consider going purple. Tortex picks are great right out of the package with that powdery coating. This "new car smell" wears away pretty quickly, but they still feel great in your hands. I never drop my picks and it's not because I ain't klutzy.
If you have ever watched Eddy Wally saying wow for 10 hours like me, you would spend another 10 to say wow on those. Good grip, very tough, but still they do feel very natural in hand.