Paul - one of the better plastic thumb picks I've come across in the past few years is the Golden Gate. I use them for banjo and resonator guitar, but they also, with a little modifying, work well for six-string guitar. They come in two or three (?) sizes and stay on the thumb very well.

They are heavy, but with judicious trimming with a pair of tin snips, and then some sanding down with emery paper, you can get them to just about any shape and weight you desire. They are very resilient. I usually have to cut off a bit of the part that curves over the thumb because it tends to get caught in the strings on the downstroke - banjo especially, and even with that they stay on the thumb well.

They are pricey, however, but you get what you pay for!!