I am using a Tortis Gypsy Pick. These sound incredible and they do not slip in the hand. You can see them on this website http://www.redbeartrading.com/picks.html
The gypsy pick is the style C in 2.5mm. I also have a style B in a heavy (1.3mm) it is also great. These are the best picks I have used, they are hand finished and bevelled and are the nearest thing to tortoiseshell you can get.
I have Wegens which are very good but prefer the sound from the Tortis picks. Has anyone else tried them?