Having tried every "inexpensive" thimble out there - silicone, rubber, metal, leather, combination of those materials, I finally bought a Roxanne. It's my preferred needle for stitching... But then I bought a Thimblelady one (currently $48 for the stainless) and that is my favorite for quilting.
they are shipped from AU, so takes a couple of weeks to get to US, but have a great exchange program, should you not like the size you ordered. There is a great video of her on Youtube, with Alex Anderson, explaining her thimble and her method.