i use cut off fingers of exam gloves (from the Dr. office). These work best for me but I bet the balloons would work as well. I have hand quilted some whole cloth pillows and love the process. I have many thimbles in various styles (even a seal fur thimble from AK) but like the 'rubber' fingers from exam gloves best.

I love to hand quilt and I have finally gotten so I don't worry about how little my stitches. I also have some that turn slightly but if I stop and redo every stitch I would never get done. I use a thimble on my middle finger and rock the needle. I have tried different thimbles, bandaides, painter's tape on my two fingers on the other hand but I like stabbing my finger without anything until it gets too sore then I tape both of them because I won't use the taped one if they are not both taped.