I like a medium pick. I think heavy picks encourage bad habits because you are too tempted to pick really hard with them. With a lighter pick, you are forced to pick lightly because if you pick too hard, the pick will actually bend.
My preferred picks are the D'Andrea Celluloid RG346 .96 but I haven't been able to find them in a long time. I use the rounded triangle because they have a bigger grip and you get 3 picks in one.
The D'Andrea picks on the left are my preferred ones.