When referring to yoga mats, it's often not the thickness or thinness that we are looking for, rather than a good density, which you can get a feel for. Sometimes a thick yoga mat can mean an overly soft or cushy one, which can be damaging to your wrists and joints. This is why you have to keep durability in mind, even if that does mean added weight. If anything else, a mat with the right balance of thickness will be good protection and highly functional for your practice.
Investing in Your Mat, Investing in Your Health
Perhaps it is for this reason that the best thick yoga mat out there can be quite expensive. But then again, getting injured due to a poor mat is definitely not worth the dollars you're saving, so just think of it as an investment piece - one that will go towards years of your future and well-being, literally. Look into very durable mats with a non-slip finish, and that ideally are as eco-friendly as possible for the quality.
And For the More Serious Yogi...
With enough research, or by simply asking your yoga teachers, you can discover mats that serious practitioners can vouch for. Thickness and weight are some factors that might come into play in your choice, and since yoga mats come in various lengths, this will also affect your decision depending on your height. It is also important that they are non-slip enough to practice even Ashtanga yoga on (of course, your glands may be the exception to the rule - in which case, a simple yoga towel will do wonders). Best are the mats that are likewise sustainable, and for the quality, a lot more affordable. The best mats come in a variety of sizes and density, and are optimally 3/8 of an inch thick. Again, it is advisable to look into what yoga teachers use, which is all you really need to know sometimes. Dense, thick and long, the best yoga mat can withstand the daily abuse the serious yogi or yogini will be giving it.
So depending on your level of practice, not to mention the money in your bank account, there are many options to explore in your search for the perfect thick yoga mat. What is important is that you treat it well and with the care that you would give your own bed - after all, you will be spending a lot of time on your back with it. And considering how heavy a good thick yoga mat can be, maybe you should look into a good yoga bag too.