I have the same problem. I burn through picks like mad, on account of having a bit of a jackhammer picking hand. Ultex jazz IIIs are the best for me. I've tried all sorts, but either the pick attack is unacceptable or I burn through them.
Some of the more recent trials:
Ibanez sandgrips - great sound, love the feel and the shape and size. 1 hour till the points too far gone.
Pickboy carbon nylon. Same story, but 30 minutes till they're out.
Max grips - great wear resistance, really stiff, dont like the sound
Sam/philosfulls mother of pearl picks - great sound, moderate wear resistance, not paying 12 quid for 10-15 hours playing.
Black Ice - low wear resistance and cr@p attack
There have been a few others, but I forget now. I didnt like the V-Picks because the edge is really clumsy nad blunt and pick attack is cr@p as a result.