I completely agree that it is usually best to use the most comfortable pick you have. However, certain picks are better for certain things. For instance: a soft pick is best for strumming the full set of strings, while a thicker pick is good for a song that uses mainly single string sequences. Bass players usually play pretty simple stuff involving only one string at a time. Because of this I prefer a very thick pick. But I always keep my stash full. It's just like how there are different types of paint brushes.