You're right, they do make a huge difference, but I'm a bit remiss in being sure what I like to use - I'm not very picky, ha ha!
(Did you see what I did, there?)
I mostly use Dunlop medium delrin things that look like tortoiseshell, but I also have a stack of Micky Mouse picks (I kid you not!) that I got at Music Live. They are shaped like Mickey's head, and each one has a different expression on his face. They're actually really nice feeling, and you can play with the ears to get a different sort of attack (but they do break off quite quickly!).
I used to use medium Landstrom Sharkfins all the time, especially for acoustic, as the serated bit made a great sound.
My sons have some glow-in-the dark skulls and alien heads, and I keep finding them laying around so they get used a lot, too.
Anyway, Medium is the sort of gauge I use.
Have you ever tried anything like Icepix? They're made of different grades of bronze and they're quite good. I tried some Aluminium ones, but they wore down against the steel strings and my guitar ended up covered in grey dust.
I've also got a couple of big triangular stainless steel picks, which look like Kung Fu throwing stars.
That reminds me, I had quite a heated debate with a guy at the National Guitar Show once who was selling sterling silver picks and wouldn't accept that they'd be great for decoration but would wear down quite quickly if used on steel strings.
Has anyone ever tried coins, a la Brian May? He is reputed to use an old sixpence, and had a load made for him at the Royal Mint with his head on! I tried using a 5p but it had too much attack.