I just came across a product I thought I'd share with you. I generally don't have much problem holding onto my pick any more but occasionally when it's either really cold or hot the pick slips out at inopportune times.

A friend just sent me "Take Hold". A product made by Keene and availible at office supply stores--it's used for those who sort paper or count money. It comes in a container that will easily fit in a guitar case (of course, that is, after I take out one of the capos, harmonicas, polishing cloth, string winder, 5 extra sets of strings...you get the idea).

Anyway, it's NOT sticky or gummy or even that noticeble, it merely makes your fingers non-slick.