I use, let's see here... uhmm... .60mm Dunlop picks. I used to play with the BigStubby, or whatever they're called, which are 1mm thick. Big ass pick. I think that your pick is mostly just personal preference, but I've been doing better with the lighter picks. They give to pressure a bit easier, making it a bit easier to switch between strings when doing sweep picking things... Yeah... I anchor my hand at the bridge also, and tend to try to keep everything in the wrist. It's a definite must to stay relaxed while you play. That's about it. Mostly it's just practice.