When it comes down to it there is nothing better than manual tools for your Lock pick Set, whether they be retail, homebrew, macgyver style. DIY'ers look here.
Of course, if price is important to you, or you want to try plain handles first, you can always add electrical tape or use that rubber stuff that hardware stores sell to dip plier handles in.
I got the 14 piece with no handles, and then got the 62 piece set (about half the picks have handles. After using the 62 piece, I dont know how i lived without handles. My advise, Most definatly get the metal handles.
For the picks without handles , the handles are only as thick as the tip of the pick . For the picks with handles, the handles are 3 times as thick as the tip of the pick.
also if you want a better feel when holding the picks, you can put the pencil grips to make it less painful if your picking for a long time. I noticed that you can buy some at lockpickersmall, but it probably just be cheaper buying the pencil grips.