Professionally the thinnest one I would use is 10mil. I use different thicknesses depending on what components are populated, up to 15mil.
The soda can aluminum is perfect thickness for hobby use and I made thousands of Moteinos and other boards with a single stencil, I am not kidding.
If you want to have a bunch of learning fun making one, see my video below, (already posted in this thread before but ... ):
I also have another video that shows how I currently make stencils on my laser cutter, they don't last but they are great for prototypes: