I use different pick sizes depending on string gauge. The heavier the strings the lighter the pick size, and visa-versa. I also found if I use flatwounds I prefer a smooth/glossy pick, and if I (very occasionally) use rounds I like a pick with some texture/grip.
Different pick sizes have a dramatic impact on your sound, so testing out a load at a music store is extremely beneficial, as well as fun. There's been many times in the past when I decided a bass or strings were rubbish, ended up selling them, when in fact I was just using the wrong pick size - yes, it make that much of a difference imho. Now I can make pretty much any bass and strings sound how I like, with a decent set up and the right pick size!