Actually, picks make a huge difference on tone.
Feel and comfort aside, ever guitarist should check out how picks affect their tone.
I sit and record, with a bunch of picks in front of me, and I swap them as and when I wish to have a desired eq/tone.
Uhm... Allow me to ramble on...
Thick picks, 1.5mm thick types, or JazzIIIs have a overpowering bass edge to them. The mids are not very focused but a good range of mid freqs are emphasized. Nice for jazz, duh, and for adding chunk to something like single coils. Too muddy for my regular use though.
Metal picks like the Wirething, sound TOTALLY fab. Fat but not muddy, punchy, in your face. Very very robust tone. But the feel on wound strings leave much to be desired.
The Dunlop stubbies, I use Big Stubbies, 2.0mm, have a nice mid range emphasis to them, upper mids especially. But it cuts down your bass quite a bit, nice to bring out the tubular-ness/hollow-ness of your neck pup (esp if single coil/spilt) and for getitng a more tight cutting tone, but you don't wanna use that all the time no?
Ibanez picks, the 1.0mm varient, translucent, kind of soft plastic types, have a nice brightness, and doesn't emphasize mids/bass much or at all. I like them for a consistantly usable, all purpose tone. Its my pick of choice when performing/jamming.
Thats some of my experience with different types of picks... and yes, the effect is obvious, even on higher gain.
Something to experiment with... Credit to Randolf for tuning me to this fantastic fact. Allows to you further fine-tweak your tone, priceless.
Uh... okay, erm... Paul Gilbert uses his signature Ibanez picks.