Thicker picks felt wrong to me when I was young until I sat down and played with one for a bit. I ended up hooked. For a decade or so now I've used 1mm large triangular Clayton Acetal picks for everything, electric and acoustic lead and rhythm. Then I took up mandolin and found that they make special "mandolin picks" with very rounded corners, which sound completely different.
Thick, heavily rounded mandolin picks tame the piercing bark of the chihuahua of the fretted stringed instrument family:
1.5mm, you could drive nails with that thing.
Then recently I tried a .63mm Tortex pick and noticed that it had a distinctly brighter tone and snappier attack than the 1mm picks I've been using for so long. I compared it with a 1mm Tortex and it was the thickness that made the difference. This was a revelation, and I ran out and bought a selection of picks to experiment with. You may take that anecdote as an inspiration, or as a warning to give up music while you still have an ounce of common sense left. Your call.
You're already experimenting with different picks, but you asked the question 18 months ago so I'm speaking more for posterity than for the original poster.
The feel of the pick is one variable, and you have to figure out what works best for you. Like many guitarists, I'm convinced that stiffer picks give me more control. If you find that a stiff pick creates problems when you hit the strings as hard as you want to, then it may be that you've learned to hit the strings much too hard in order to compensate for a floppy pick, and it's time to switch picks and relearn your picking style. Turn up the master volume on your amplifier a bit and learn to moderate the volume by picking more softly. Then you can "turn up the volume" effortlessly at any time, merely by picking harder. Meanwhile, you'll stay in tune better and break fewer strings.
Then there's sound. Thinner is brighter, up to a point. And there's shape. And there's how you hold the thing.
With any pick, picking with the broad side rather than the point will get you a softer, mellower sound. I'll often change the angle of the pick in my hand while I'm playing. In the illustration below, the black line represents the string. On the left, I'm using the sharp angle to get a more louder, more trebly, more aggressive sound that cuts through better; on the right, a shallower angle for a sound that tends more to blend into the mix.
Here's another image, showing how the pick can be angled across the string (rotated around what I'll call the Z axis, perpendicular to the plane of the top of the guitar) for greater roundness or mellowness.
Normally, only the tip would be visible, but I had to hold it farther back to get a clear picture. I can cover all my rhythm guitar needs by playing with how I hold the pick on those two axes, plus muting, pickup selection, where I strike the strings, and which strings I use. But my rhythm style is more Lou Reed and Keith Richards than Duran Duran.
You can get another very different sound by playing with the shallowest side curve of the pick, angled sharply so it slides across the strings rather than plucking them. Try everything. Any parameter you can change is likely to affect the sound, because the guitar is a primitive, bronze-age mechanical system that requires you to keep your fingers directly on the parameters at all times. Words like "expressivity" sell the idea better, but it's the same thing.
These days I mostly play a Gibson SG with a rhythm guitarist who plays a Strat through a bright amplifier (Fender Blues Deluxe), so he stakes out out the treble while I infest the midrange. The 1mm pick works well for that sound, but I've always got options.
This week I've been playing mandolin with sharp-cornered picks. While I don't like what it does for the tone, I'm learning an Irish traditional tune that requires me to alternate-pick long runs of eighth notes accurately, and the narrower corner makes it easier for my clumsy right paw to hit only the string I want. This lets me devote more attention to aiming my left hoof at the tiny gaps between the frets.
The pick you use, and how you use it, can make a difference in your playing and a big difference in your sound. There's no absolute "right" or "wrong" choice for everybody, but as you've found you can very cheaply experiment with a variety of options and find what works best for you.
The most important thing is to put an asterisk next to everything anybody tells you: That's what he thinks. He may be repeating nonsense he heard or mis-heard from somebody uninformed and/or intoxicated, or his instrument or gear or playing style or experience may differ so drastically from yours that you get completely different results. Take no one's word for anything. Always prefer experience to theory. "Big pick for big sound" is a theory. Test it and forget it -- remember the results of the test instead.
I tried a steel pick as a youngster and didn't like it. It felt weird and was noisy on the wound strings. Try one, it may be just what you've been searching for. Glass or quartz are a mystery to me, but somebody out there loves them. I seem to be in the minority preferring Clayton Acetals to Dunlop Tortex.
One thing that's relatively objective is that celluloid doesn't wear well. High-tech materials like Delrin/Tortex/Acetal or Delrex are very tough.