My very first piece was specifically ordered thin.
It was lovely. Due to it's thin density I could only use glues for the very front.

The piece that I have now is much denser. I can get away with using walker no shine or other tapes for the front.
I still have enough side and back hair to support a "thicker" piece.

Bottom line. Both pieces are awesome. But given a choice I think the denser piece is better to live with. It shows less scalp and less skin around the hairline. This allows me to be more layed back with attachment.

Both pieces look natural. My advice for newbs would be.
Start off with a thin piece to make transition from balding to "thin" less insane.
Three months later start wearing the "denser" piece.

The other positive of a denser piece is you can shed hair over time and still be looking good.

My 2 cents.