Not so much to do with "thinner vs thicker", but I replaced my Rooskie tubes with a medium weight dirt bike tube, no problems so far.
Something else to consider, "natural vs synthetic" tubes. Synthetic won't loose air anywhere near as fast as natural rubber tubes - drawbacks? First off, ya might get into the habit of NOT checking your tire pressure frequently (bad bad bad), second, if'n ya pick up a nail, the synthetic tube would more likely puncture/tear causing a rapid deflation (also bad).
Natural tubes leak air "naturally" (maybe that's why they're called "natural rubber"?
) This is the tube I chose, I check my tires every week, and usually top 'em off. If we're on a multi-day ride, I check 'em every morning. Back to the nail scenario... if ya pick up a nail with a natural tube, yer tire's still gonna go flat, but at a much slower rate (minutes rather than seconds to deflate entirely) and if you're payin' attention, you'll have time to get off the road before the wobblies set in.