I've been told it's fairly easy to find an old tortoise-shell lampshade and make your own picks.
Lately, I've tried a whole bunch of different pick materials. I find, to my ear, the main tonal contribution comes more from the shape of the edge than the pick material. For example, if you have a pick with a tapered edge you're gonna have a softer attack than a pick with a coin-like edge.
I've compared some different pick materials here.
Click on "lyrics/story" for explanation of different materials used.