I've not tried a guitar pick made of stone yet. Rob Chapman is using some by StoneWorks Picks. He talks about them costing £50, but looks like they go from $10. Maybe the more figured examples are more expensive.
I tend to favour a fairly thick, standard sized pick. I like a bit of flex in it, so I don't know if stone would suit me. I do have some metal picks, but I find those very scratchy on the wound strings.
I also want to try V-Picks, which are thick plastic, just to see how easy they are to use. There will be some difference in sound with all the different types, but I think it's largely about how it feels to the player. Generally picks are pretty cheap, so you can try lots, but some are serious money. Blue Chip have some for $75! I'd be scared of losing them.
What's your pick of choice?