I've struggled with thimbles also. I think I own one of every kind made. My problem is I don't use them for hand quilting, I use them for sewing, and I push the needle with the side of my finger, not the tip. I was using the black leather ones for a while, but the seams were on the side of my finger where I push, so sometimes the head of the needle would pop through the seam. Now I'm using a leather thimble made by Clover, the seams land on the top of my finger. So far I like this one best, although I can tell I'm eventually going to wear a hole through the side.
I think my next best thimble is the cone-shaped one I purchased from the Thimble Lady. Just takes some getting used to, I guess.
JReadman, I checked out that sealskin thimble and cannot imagine how you use it! Is that fur on the outside? How can you tell where your needle and thread are? Can you post a picture of yours, the one on that website is kind of hard to see because it's so small.