I tried dozens and finally found the one that is the best for me (after watching a Simply Quilts episode years ago).
I splurged and purchased a thimble from the Thimblelady. I love it because doesn't cover the top of your finger and you do your quilting with the side of your finger. It's hard to explain, but if you watch a video of how it's used you will understand.
It's a bit pricey...OK, a lot pricey, but it is SO WORTH IT! You tend to pay more attention to where you store it when you spend that much money :) . I have had it for about 6 years not and it is priceless as far as I am concerned.
Suzanne