Let me put the price of the expensive thimble in perspective: it's a lot less than a sewing machine, and at the cost of fabric these days, less than the cost of a quilt top. You can try a Roxette, but I'm not sure that's a fair test - the dimples are not as deep.
I use a Roxanne, and for my thumb, I use a tailors thimble. The thimble was worth every penny to me.
Janet