Depends what you want to use them for.
For general typing, thickness has little, if any, effect.
Most people worry about the legends wearing off (use doubleshot or dyesub to avoid that), or keycaps becoming shiny (some people prefer them shiny, ABS generally shines quickly, PBT much, much slower).
Thicker keycaps generally produce a deeper sound when the keys are depressed, thinner keycaps a higher/lighter sound.
Don't ask what happens when the keys are happy.