I kinda have two ways of holding my pick depending on if i'm soloing or strumming ..much the same as Benoit. Haven't had a lesson in all my born days and have been wondering if having two different ways of holding the pick was a nasty habit I'd never get out of and be consigned to being a middling guitarist forever!

I quite like these Jim Dunlop picks as they have some nice 'grippy' stuff on them and are bendy without being so thin you can't strum loudly with them. I think their 0.6mm.

I'm always worried I'm gonna snap a string if I get too medieval with my picking.