Whenever I use a thumb pick on either banjo or guitar I prefer Frank Kelly's speed pick. They are not good for aggressive/hard picking that Justa Picker mentioned above. The thing I like about them is that they are good for soft to medium finger picking - they don't slip, and they are not tight. They look a little strange, however they do hold up well ~ I've never broken one yet.

You can see them at elderly:

http://www.elderly.com/accessories/items/PK24-M.htm

Cap't Bob