Using a variety of different picks is a great way to try new things and also, get new sounds! You can really explore a wide open world of different sounds and genres by simply changing up what pick you use. I am very guilty of using the same pick for everything due to comfort (purple Dunlop H3.) There are times though that those picks aren't useful and mostly in acoustic strumming situations I will opt for a thinner, wider pick.

As far as the slipping pick syndrome, remember there is a fine line between grip and comfort. You never want to grab too tight but at the same time you don't want to lose it either. I think this will come with time and you will find a good balance with getting a nice, light grip that won't slip away.
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