I have been using a David Grisman Dawg pick lately for lead and rhythm playing. Though made more for mandolin, it seems to work on guitar, at least for me at this point. No doubt i will get distracted by a different pick later on. When playing celtic rhythm i like to use a thinner pick, usually a Dunlop Nylon medium or even a bit lighter.
My friend has some of those Blue Chip picks, which sound good, but i have yet to find the right one for me.
I like experimenting with picks because they are a big part of your tone, and are for the most part pretty cheap.
As far as picks go, I won't use a heavy for playing jams but I'll use them at home to mess around with. I usually use the Fender Thins for my 6 and 12 string. My daughter got me some PickBoy Mediums I like alot.
My current favorite pick is by Dava (the green all-purpose one). Because they are thinned across the center, they are either "thick" or "thin" depending on where you hold them (behind the crimp lets them flex more at the tip, ahead of the crimp makes them play stiffer). I also like Herco 50s--darned things are nearly bullet proof and produce a good sound with no pick click on the strings.