Here's my 2 cents. I agree, for the most part, that thimble shopping should be done in person. The thimble you mention requires pushing your needle with the top of your finger. Personally, I find those thimbles a) difficult to use, and b) painful to use. I, over time, migrated to a Thimblelady thimble. These thimbles have you pushing with the pad of your finger, not the tip. I find them to be far more comfortable to quilt with and I can quilt for much longer periods of time.
Both Roxanne's and Thimblelady's thimbles have really nice, deep recesses to hold the needle. If I were to buy a Roxanne (and I did try some on) I would certainly do so in person and have it correctly sized. If you go to the Thimblelady website (
http://www.thimblelady.com/) they give very accurate fitting instructions. Not being sure, I originally purchased a plastic version of this thimble. Following their sizing instructions, the one I ordered fit perfectly and was a joy to quilt with. I eventually wore it out and upgraded to the stainless steel version. Far more reasonably priced than a sterling silver Roxanne. Stainless steel is harder than sterling and I'm on my second stainless one. Something to think about as well.
Can't comment on the Aunt Becky tool. Haven't tried one. I just live with chewed up fingers.