I use 0.6mm picks exclusively - they are nice and firm with very little give and not so thick that the plec spends too much time on the string when playing fast (this gives a sharper picking attack IMO). If I use thicker picks my playing always sounds scratchy - good for chunky rhythms on high gauge strings but not so great for shred licks.
It took me a long time to get my picking down but once I did it became like riding a bike. It's mostly about muscle memory, you have to REALLY imagine the rhythm before you pick it, hear it and visualise it happening then play. When you can do this it becomes so much easier. Try picking 123 123 123 123 and accenting all of the 1's, then try it accenting all of the 2's etc, then try the same with 1234, 12345, 123456. Accenting helps to keep the rhythm in check. Play this on an open string before trying to add in the left hand. Sounds stupid but the right hand needs to be perfected before you start thinking about the left hand otherwise there is just too much going on and you end up out of sync and frustrated.
Adding in the left hand - first try the 123 and 1234 runs using legatto, play them over and over and imagine accenting the 1's. Then visuualise the right and left hand playing it together, all accenting the 1's together - (try the visualisation thing when you are away from your guitar - in work, a boring class, on the bus, where ever). Try it before you diss it!
