At the same time, a thin band will offer a better fit without any resizing. If you are too large, fitting your band might be difficult. This is because the band will pass your knuckles and will fill loose at the base of your fingers. With large knuckles, it would be better to have a band that tightly fits your fingers.
Different people prefer different widths, but a 2mm wedding band thickness would be appropriate for any width to get a comfortable fit. However, if you are wearing multiple bands, you should wear bands of different widths. It creates a unique look on your fingers. When you wear bands of different widths, it gives a contrasting look, and none of the bands are dominated by the other.
Before you make your actual purchase, you can try wearing a few bands at a time and check how it looks on you; this will give you a practical guide to make the final decision.