Should I avoid thick vinyl?

You have gotten some wise advice. Just a few days ago a member was complaining about the poor quality of some expensive records. I have ordered from wdcdradio and soundstagedirect for years. I have gotten very good quality vinyl each time and the surface has always been quiet and refined. I have ordered from every category they
have. The VTA issue should not be a problem if your rig is set up correctly when listening to regular 120 or 180 or 200 gm vinyl. Once I set my rig up and it sounds wonderful I leave it alone. I keep my records clean and as dust free as I can and it keeps me very happy. Worry more about a good record cleaner once your rig is set up properly.

"Once I set my rig up and it sounds wonderful I leave it alone."

Me too.

Set your TT up for 180 gram vinyl and you should be fine.
If you have any Classic Records 150 gram vinyl that setup would be better, it is in between most vinyl thickness out there.

Set your VTA to suit an average thickness, then play any and all freakin LPs that you like and don't fret about it.