The cover thickness can be important, but so can the foam core inside, make sure to get a cover with 2lb density foam for maximum heat retension. One issue with the thicker covers is that they are a little harder to move, but if you live in a cold climate, it is probably worth it. For lifters, I like the Leisure Concepts Cover Mate 1 Or Cover Mate 3. There will be about a $100 difference between them. If you do get the thicker cover, the CM3 would most likely be the way to go since it has shocks that help with lifting the cover on and off.
One thing you can do to keep your cover from getting heavy as quickly is to buy a solar cover or thermal blanket for the top of the water, this will keep evaporation to a minimum and the cover should not water log as quickly.