Watch the Picking Methods online guitar lesson by Jeff McErlain from Blues Guitar Survival Guide - Lead
There are a number of ways to sound a note and they all sound different. This is one of my favorite things to work on, in fact I never stop working on it. We can use a pick, fingers, pick and fingers. I highly suggest you experiment with each, I can't imagine playing without these options as they have opened up a world of sonic variations to me. The most difficult would certainly be hybrid picking, that is where we use both pick and fingers. I also suggest you experiment with different picks as they all produce a different tone, some more subtle than others, currently I am in the Ultex Jazz III camp. This is always subject to change without notice.