I've begun a rather large hand quilting project and find my index finger gets sore quickly from pulling the needle through the quilt. I'm not using a thimble yet to push the needle as I haven't found one that fits right. However, at guild meeting yesterday a friend recommended Finger Cots....little latex things that roll down over your finger and wow, do they ever help get a grip on the needle!! Found them at Walgreen's in the bandaid/bandage department but they're probably available at any drug store.
I keep surgical goves on hand and just cut off the fingers to put onto my right index finger to pull the needle through. They work great and a bag of ten are not that expensive.