It depends on what I'm doing. For hand piecing and applique I have some old silver thimbles that I like to use.
For hand quilting, I use either a Roxanne or a TJ Lane thimble. Like NJ Quilter, I use the pad of my finger to push the needle for quilting, and either of those do a good job. Before I bought the Roxanne, I wore through a could of cheaper thimbles, so for me a good thimble is worth the extra money.
Janet