Nuno Bettencourt uses heavy gauge guitar picks, including Fender and Dean Markley brands. For touring he uses Extreme- or Rhianna-branded picks that he will often throw into the audience at regular intervals to be picked up as souvenirs.
Guitar picks have either a rounded or pointed tip. Pointed tips are the best choice for playing lead guitar, as they allow for greater accuracy in striking the individual notes required for a killer solo. Rounded tips are ideal for strumming and rhythm work because they glide across the strings more smoothly.
The thicker the pick, the more robust the tone is the general rule. Usually measured in millimeters (mm), the thickest picks are around 1.5 mm, with thin ones coming in at only 0.38 mm. Heavy picks allow for far greater control in the hands of more experienced players and are the best choice for playing lead lines. Thin picks bend as they are played across the strings, which helps to create a good sound for rhythm playing.
The size of pick chosen is much more of a personal preference. Nuno Bettencourt plays the Fender 351 size pick, which is replicated by many other brands. The best advice is to try picks of different sizes until you find one that is comfortable in your hand and suits your style of playing.
Picks were originally made from tortoiseshell. Pick manufacturer Jim Dunlop created Tortex, a plastic compound designed to replicate the natural qualities of tortoiseshell. Tortex picks are now almost ubiquitous. Nylon and metal are also used as well as regular plastic and more exotic materials such as stone and felt. Metal tends to be used for the kind of picks that slide onto the end of your fingertips for playing finger-style guitar. Plastic picks get slippery in sweaty hands and can easily be dropped, so they are best avoided.
If you are the proud owner of a Nuno guitar you are likely to have a preference for playing heavy rock music, and so a heavier pick will certainly suit best. However, ultimately you should use a pick that you are comfortable with and experimenting with different shapes, sizes and thicknesses of pick is a cheap way of exploring different guitar sounds.