All it takes to convince yourself of this is to try two that look different. Just don't stop there.
Picks that look different also feel different and sound different. Not just little differences, but big ones.
Fiddlers will tell you this about bows, too. The stick will completely change the sound and feel, so fiddlers buy the best fiddle they can afford and the best bow they can afford. An inexpensive fiddle bow might run you $100.00; a really good one will be ten times that or more. Fiddlers may have a couple of bows, but they won't have a dozen.
A flatpick might run you a quarter. Fifty cents if it's a fancy music shop in New York City. A sawbuck will buy you a pocketful of picks. Breaking a fiddle bow is a minor disaster. Losing a flatpick is an "Oh well."
Take a quick trip, right now, to your local music store and buy an assortment. Don't just try them. Don't just get a couple. Get nylon and tortex, thick and thin, tiny and jumbo, teardrop-shaped and triangular. If there's one kind that you already think you like, buy every thickness of that kind.
Don't buy any that are expensive. None. Zero. They're lifestyle accessories, like Rolexes. Chuck Ogsbury says that some of his very-high-end Ome banjos are jewelry with frets.
Take them home and use them. You'll quickly find the one you like best. Think back to how many different kinds you saw at the music store. They only stock the kinds that people buy. A lot of somebodies like each of the others best.
You can also mod your picks. Too slippery? Cut some scratches in the surface with your pocket knife. Worst case, you'll ruin the pick and have to spend another quarter.
Me? Right now, I'm using tortex, and vacillate between green (0.88mm) and blue (1.0mm). "Vacillate" means I'll switch in the middle of a jam or a dance. I don't really wish for a blue-green that's 0.94 mm: sometimes I want thicker, sometimes I want thinner.
For a couple of years, I particularly liked sharks, which look like Dunlop is making them from old IUDs. I was briefly enamored of teeny, little, "mandolin" picks. I can no longer even imagine why, yet then, nothing else was as good.
These are called also called jazz picks, or "358s." Turns out that common shapes all have numbers, assigned to them by D'Andrea, who invented plastic picks. The common style is a 351.
For a while, I loved a kind of Martin pick, which they no longer make, that had a thick, textured grip, recessed on one side, and a thin but stiff tip. Easy to hold and sounded fantastic. They broke so quickly that I ordered a case. Once in a while, I'll still open a container or drawer and find a handful.
