thinner headgaskets raise compression, which will probably require premium gas. your choice if the extra cost of gas is worth it. i wouldnt. if you want more power, i would take advantage of the head being off, put in a multi layer steel headgasket thats stock or a bit thicker, in preparation for possible future boost. oh and if you do have a blown headgasket, you might want to get the head and block decked so you have a true flat sealing surface. its more of an option if you never overheated and are using a stock headgasket, but if you go the multi layer steel HG route, or if you ever overheated the car, its pretty much required. dont get too worried though, its not expensive at most machine shops.
oh and i would recommend looking into getting ARP head studs while your at it. its not needed unless you see a big increase in power, but you should replace the head bolts regardless(never reuse head bolts). oh and make sure you follow ARP's directions, as sometimes they require a different torque sequence than stock.
EDIT: oh if your never gonna boost your car and will never want much power, then you could choose a thinner headgasket. a thicker one will lower compression making the car slower until you add a turbo. but its safer once the turbo is on than a thinner one.