Everybody seems to have their own preference depending on location (humidity), decorations to be applied, decorating style, if structure needs to be moved, etc.
I think I roll my dough thinner than most people, but... since I live in the rainy Pacific NW, I cover all my walls with another layer of Royal Icing and sometimes, like I did for Heidi's Haunted House, I applied graham crackers to the wall with Royal Icing, which added another layer of strength.
Dough thickness is a very common question, and it really depends on the structure, location (ie, humidity), and personal preference.
