I've blown tons of strings in concerts, and usually the issue is more tuning than not being able to hit the notes. Of course, I do more strumming than soloing, so I only have to compensate in a few places. But the tuning, that'll kill ya.

As far as picks go, I actually mounted a pick holder on the back of my Takamine's head stock. That works great, and since still use it as a backup (actually as an alternate tuning instrument so I don’t have to retune in the middle of the concert- oh for a guitar tech), I still get most of the benefit in concert. Not only does my HD-28 not have enough room for a pick holder, I don't think I could bring myself to do that to such a beautiful instrument.