I use a very different thimble than a lot of quilters use. About 10 years or so ago I found a hand held thimble that I love - so much that I now have 3 of them. Yes 3 - that is mainly because I would loose one and buy another than find one only to loose again. I buy little rubber things now to put on the bottom of the thimbles so they do not slip out of my hands easy. These are little rubber pieces that can go on to pencils for an easier grip - I do not know the proper term for them. It is harder of course to get them on a thimble but it works. A link to the thimble and how to use it can be found here. I tried to have photos taken of me using the thimble but it is hard to get right angle because we found my fingers or hand were too much in the way.
I do have a lot of other thimbles as well as I have tried out a lot of them. The only other ones that I like are the kind that stick onto your finger. I use a small metal circle disc when I am working with applique or doing hand piecing. Sometimes I use a small stick on leather disc as well.