For guitars, I have all the gauges of these (they are nicely textured for grip and otherwise I tend to drop picks for some reason) and use different ones for different guitars:
green = .53mm - some acoustic guitars
purple = .60mm - I actually don't use these (they're purple!

)
red = .73mm - acoustic guitars, especially 12 string
black = .88mm - for one or two particular electrics
gray = 1.00mm - strats & single coil electrics
orange = 1.14mm most HB electrics
For bass, when I use a pick it's Fender 351 Extra Heavy's or nothing.