the thicker your pick, the harder it will be to do real fast picking. i would stick with what you have for now.

if you are holding your pick at an angle, it will scratch along the stings somewhat, making the scratch sound. this is easier to hear on your E, B, and G becuase those are your slinky strings and will let your pick slide along them easier.
just try focusing on your picking technique- how you hold the pick and how you strike the string.

also keep in mind that unless your doing legato, you will always hear your pick plucking the strings through your amp.