I use "W"nder Thimble", it is a soft blue plastic like thimble. I like it because I can feel the needle without getting poked. I keep several, in my travel sewing wallet, by my sewing machine and a few extra in my sewing notion box.
I tried the metal and the hard plastic, the leather and others. Once I found this thimble, I did not try others. I mostly use it for long stitch quilting and for quilt binding..