.......I found a black leather thimble at my LQS the other day and find it's working well. I can still feel the needle and hear a little pricking sound as the needle is rocked backwards. It took a little while to get the feel right and maintain my normal stitch length, but so far I like it. There are lots out there but this one is Nimble The Soft Thimble by Joy Enterprises.
www.createforless.com carries them.
Amending my earlier post.....found the black leather thimble didn't work out after all (for me). On two accounts....it tended to come off whenever I had to bring my left hand to the top and then after a few days of pricking it little black bits would end up caught in stitches on the back side. So it's now relegated to a travel kit.
Now I'm trying the white leather thimble that has elastic on one side and find it stays on MUCH better. And if little bits of it get caught on the back they won't show, at least as long as the backing is a light color.