I always feel a bit unhip using non-specialised picks, but I'm happy with Fender Heavies. They don't specify the gauge, but it's about 0.9mm. Any heavier than that they feel too rigid, I like them to flex a little. And I like the feel of transparent gel type picks, rather than nylon, tortex or whatever.
What Derek said about turning the pick round - I sometimes like to use the rounded corners rather than the point, which definitely gives a smoother, less pingy sound. Especially on the 339, which is a bit "snappy" acoustically. I believe that's what Robben Ford does... it's nice to have something in common with him. :lol: