I use a 1.5mm tortex pick, so I guess I'm firmly in the "hevvy pix am betterer" brigade
Check out some guitar tutorials on pick technique, if you're looking for inspiration. Everyone finds their own way to do it, so just keep practicing and making sure you don't pick up bad technique. Make sure you don't just lightly brush the string and actually make a full connection with it, try to use your wrist not your elbow.
I personally curl the fingers on my hand, then pinch the plectrum between the side of my index finger and thumb. Then I rest my little finger very lightly against the bridge (it frequently lifts off while playing) and pick by rotating the wrist. It might be worth noting however, I have poor pick technique, so this was useless