I like trying different picks, and my pick grip is unconventional. Nobody told me how to hold one, so I did what felt right *a triangulated grip between thumb and index & middle fingers. I started on lighter guages, but based on a friend's advice I tried thicker picks and now prefer them as they don't flex under my weird grip technique.
I like pick technique for certain riffs that just can't be duplicated with fingers (*sure you can play it with fingers, but it doesn't sound the same in tone or in time-feel). I like pick for aggressive surf tunes. Boils down to whatever the song/riff calls for.
I've tried to like the Jazz IIIs, but they're just too small for my grip technique and it feels weird having one of my pick-grip fingers floating about. I tried for a long time and it still feels weird. Nonetheless, I have a bunch and keep trying them. The big triangular ones feel bulky, in spite of the fact they lend themselves well to my grip style. I've also tried the Wegen-style super-thick gypsy jazz pics and they're fun. While I like to mix it up, the ones that get the most use from the pick jar are conventional sized/shaped picks around 1.0mm.
My recent favourite is the GraphTech TUSQ!. They sound different, they're light and super stiff for their thin-ness. So I get the thin-light feeling of the picks I started out with, without the flex, with better tone. Amazing picks!
Just for giggles, I've been experimenting with a white Dunlop thumbpick. Sounds pretty cool with the 51P clone and leaves my two regular plucking fingers free to do all kinds of fun stuff. Haven't gigged with it yet, still in the experimental stages.
I've got some thumb picks, never thought to try them on bass, but will do so now.
Flip tabs from beer cans. They are free,and last forever!
I've used these from time-to-time and bread-bag clips as well.