As JDC mentioned, I used to use 3mm Stubby Triangles (and still have a stock), but I had to switch from these as they weren't hard enough and kept leaving plastic scratchings all over my guitar - and 9 corners in a 45 minute set is a bit silly. Now I use Ultex triangles (why I ever used non triangle picks I do not know, they're 3 times the value! :D), thickest gauge they do (which sadly isn't very thick, not even 2mm I think). They feel a bit weird and I wish they were less flexible, but they don't shred themselves on my strings, so I'm happy.
I can't abide thin picks - I like to get those strings moving!
Roo