Lynnie, I had problems finding a thimble that worked for me when I came across one that is open sided and adjustable and I love using it. It's not too tight around my finger and stays on well. I've also had a lot of luck with the leather thimbles especially the ones that stretch over your knuckle so it doesn't fall off.
http://www.connectingthreads.com/too...eThimbles.html