You can quilt without a thimble but why? I don't want a callous on my finger and pin pricks hurt. The best thimble I have used is this one:
http://stores.delphinesquiltshop.com...ble/Detail.bok
The Clover silicone thimble is a favorite of mine too.
http://www.clover-usa.com/product/27..._Grip_Thimbles I forget I have a thimble on and that's how I lose so many and have several in the bottom of my purse. LOL