I like JD 207s and 208s, 2.0 mm; also the JD Gators, anything 1.14 mm and above. I also like the concept of the Everly Star pick, but (as others have pointed out elsewhere) the hole didn't feel like it was in the right place for me; the Star hole is sort of centered in the middle of the fat end. If I grip it there with thumb and finger, it feels like too much pick is sticking out. I ended up taking about 50 Dunlops out to the garage; after two or three experiments, I found what feels right to me. Then I spent a couple hours working my way through the rest of the picks (and a six pack--but easy on that with the power tool phase!) I first mark the center of the pick--that is, halfway between the fat end and the tip--using a sharp center punch. A nail will work just as well. At first, it looks too close to the tip, but it feels right--YMMV. And don't stress too much about being exact; eyeball is close enough. Plus, if you're doing a bunch of, say, Gators, once you decide where you like the hole, you can just punch the same tooth in the Gator's smile every time. Anyway, then I drill a 1/4" hole in each pick. I use a vise to hold the pick vertical, & drill sideways; putzy, but if you try drilling a pick while holding it in your fingers, the pick can spin in your hand & cut you. Besides, the next step is filing the points into the hole using a small triangle file--easiest done while the pick is still in the vise. I experimented with six, eight and ten pointed stars, but I can't feel the difference, six works as well as ten & takes less time. Finally, drilling & filing leaves a rough edge that I found uncomfortable, so I give each side of each pick a few turns on some 80 grit paper. Besides breaking the burr, it gives the whole flat a rougher texture, further aiding the grip. Written out, it looks like a lot of messing around, but once you know what you like, you can do the whole thing in about a minute a pick: locate the punch, one good rap, clamp in the vise, drill; 2 or 3 good file strokes per point, unclamp, a few quick spins on the sandpaper. IMHO, well worth the time. The pick neither slips nor rotates; I can use much less pressure to grip it, which allows for more variations in technique and doesn't tire my right hand as much.
I liked the idea of the Wedgie Rubbers, but I too found that they left a lot of debris behind and wear really fast. (Ditto with felt picks; too much dust. Might not be so bad with flatwound strings, I don't know.) I did like the softer, more finger-like tone, but now I just use my EQ to soften the pick attack a little, & I'm happy. I agree with the posters who encourage developing both pick & finger techniques. I'm not much of a finger player myself; I almost always have the pick in my hand, but I use the other three fingers as needed. Works for me.