I use the typical, run of the mill thimble you can get at Jo Ann's or a quilt shop. I use a size larger than the one that fits like a 'glove.' I don't know why I do that. ; ) I use one on my right index finger and I say 'ouch' every so often because the needle hits my left fingers in just the wrong place. I've thought about trying a new thimble, just to try something new, but when I quilt, I do so with the tip of the thimble and not the sides.
After a while, you'll come to miss it when you're not wearing it!