I've still got my very first pick.. heheh.. a big thin red one that cost me forty pence at the time... I rarely ever use it now... I've only ever lost 2 picks out of the 14 i've ever owned...
Try keeping them in a little pot/ jar that has a lid.. that's what i do... DONT insert them into your guitar or anyting like that, that's how I lost those 2 picks... I'm pretty sure they fell out, but where? I've moved house since, so i dont really expect to find them...