I had to try a lot of different ones. My fingers are very large, so my favorite is a pewter one I found at an antique store. It's huge! I had to stuff moleskin in it so it will stay on. I thought I'd like an adjustable one with the jelly-padding on the inside (Singer brand), but I can't get the needle to "stay" anywhere on it, but it's really good to wear on my hand on the bottom of the quilt to push the loaded needle back to the top.
The cheap one at Walmart is fine too. Sometimes it takes a bit to get used to one. Now I can use just about anything that fits on that finger!