The only thimbles I have been able to get used to are the leather ones. The thin leather ones work, but I wear through them quite quickly. Many years ago I found one of the goatskin thimbles at a quilt shop. It has lasted me for years...she is from the same state as I am. She also makes wonderful pincushions
Here is a link to the website of the maker:
http://www.considinecreations.com/thimbles.htm
She has some great pincushions too.