I tend to use thinnish picks, and the gauge is very critical - I lost my favourite one, which was a 53, and I've found that even a 55 feels wrong. That's when I'm not going to the other extreme and using a Strummer multipick instead. (It looks a vicious beast, but certain situations it's really handy. You can play single strings and be heard in a noisy session, because you can really hit the strings as hard as you like with it, but never break them.)

With a thinnish plectrum you can bend it a little when you want to firm it up, and I think that's why I prefer using one.