My first suggestion is to piss off the finger players and pick players alike and learn how to do both..... One style can't truly emulate the other, but if you can do both, you already have an advantage over either of them.
My second suggestion is to not get fancy. I believe in technology as much as the next guy and own a brand new Digitech GNX4 that I play my guitars and bass through, but I have been through bunches of picks and the good ole "oldschool" Fender heavy in the standard shape (though I don't play a Fender guitar, their picks rock) is hard to beat on bass or guitar. I often use a medium on guitar as well though. I always buy the white color as well. If you lay a tortoise shell colored pick on your amp, you can't see it, especially under stage lighting. Some manufacturers make neon colored picks and stuff as well, but you can't beat a white colored Fender heavy. You won't lose it as easy as other colors and it is comfortable in your hand.
Having said that, if you are a heavy sweater on your hand, the Fender pick can get slick because the plastic it is made of has a smooth finish. If it slips a lot on you, try a Tortex pick. It's still a smooth surface, but the material is not as slick. Everyone has different tastes, but I have tried those fancy picks and I find they are cumbersome and expensive.
Bryant