So, do I use a thimble for the hours and hours of applique I do? No! I like to feel the needle for better control and long ago, I found that if I went to the drugstore and bought COBAN in the two inch wide size, I had the perfect thimble anytime I wanted to sew and I had great control and could throw away the piece I was using when I was done.
For a fresh piece, do this. Cut off a 2 and 1/2 inch or so piece of coban. Then take your thimble finger and hold you palm face up, Lay your finger down on the coban piece and wrap it onto itself so that it is all around your finger and sticking to itself. Now with the piece that is overlap on the top of your finger (about an inch or so) fold it onto the flesh side of your finger not the nail side. Squeeze it so it is all down nice and patt and begin sewing. The needle does not go through the coban and it is wonderful. After awhile you might find that you have an icky piece on your finger as it picked up color, thread and little junk from your project. Simply throw that piece away and treat yourself to a glass of water to drink and a new piece of Coban on your finger.
I have been doing this for years and it is slick! By the way, I find that the ugly brown stuff works better than the prettier colors. This might not be the case for everyone but that is what I think.
Hope you try it and love it as much as I do!
NEW NOTE: IF YOU CAN'T FIND IT IN YOUR AREA, YOU CAN ORDER IT ON THE INTERNET. SIMPLY TYPE IN "COBAN" WITH GOOGLE OR BING. IF YOUR LOCAL SHOP DOES NOT CARRY IT (DRUG STORE) THEN ASK THEM TO.YOU CAN PUT THIS ON MILTOPLE FINGERS TOO SO THAT YOU ARE COVERED NO MATTER WHICH FINGERS YOU USE FOR APPLIQUE.