Thinner front is usually better for most people because it gives you a more precise MO to aim with, however, there are some limitations. 0.125" seems to be the thinnest sight that companies can do a tritium insert in. Also, the ratio of front to rear is just as important, and as others mentioned, the sight radius, which will give different combinations of sight widths a different appearance to the shooter. A .125" front sight with a .160" or wider rear notch on a full size sight radius gun like a G17 is going to be hard to shoot accurately because the spacing between the front sight and the sides of the rear sights is so wide it will be hard to get it perfectly centered.

For a self defense gun, I prefer a .125" front and a .140" rear on a G17 or G19 sized gun.

For my competition guns, I prefer a .115" front and a .125" rear on a G34 length gun.

I have a 1911 that has a .125" front and a .120" rear that makes a great bullseye gun, but it's definitely hard to find the front sight if you miss your grip on a draw or after a reload.