I just picked up a little trick at the manoucheries forum.
If you're having trouble with your pick rotating while you play or just want to improve it's grip, try this:
Cut two small circles from a fine grain sandpaper (300 grit for example) and glue them to each side of the pick.
Simple as that. Cool uh?
Another one of my own is to do the same but with those glow-in-the-dark stickers. That way if your pick decides to fly out of your hand on the gig, you can find it easier...at least when it happens on a dark bar.