These days we usually use picks made from plastic. They last longer and
are easy to find. There are still picks made of horn for example, and
some still use feather picks as were used in the past, but with all the
varieties of plastic available, at various thicknesses and stiffness, for
me at least there is no reason to look elsewhere.
I've been told when using horn picks, they should be soaked in light oil
(not olive oil) to make them more pliable and longer lasting.
Even when you buy a pick (all the oud makers I've listed make/sell picks)
it usually will need some touching up by you to customize it to your
taste. Use very fine sandpaper to do this, make sure you leave no sharp
edges, make it as smooth as possible. You want the least amount of pick
noise as you play. To do the last touchups you can use a fine
nail file or even just rub the end on your carpet, just make sure that
whenever you are sanding/rubbing down your pick, you stop when you feel
the material getting warm. The plastic can become chronically 'floppy' if
you keep working on it as it gets hotter.
If you want to make your own, some places to look for good plastic
material are: A plastics shop of course, the white handles on European
style shopping bags that clip together, comb spines,
and my personal favorite, heavy duty cable ties from an electrical supply store.
Some examples:
You should realize that your pick is a thing of very personal preference,
make it comfortable and what you need to make the kind of sound you love.
A pick that is perfect for me in all likelihood won't be for you.
