There's not limit to how thin you can go in the front to blend with your own hair. Regarding densities, a lot depends on the style you decide to wear. For medium to longer hair styles you can go with a lighter density than with a short hair style since the sheer volume of hair makes up for the density. I agree with daveraver that in order to look natural some scalp should show. Another consideration is the density of your own hair on the back and sides. You want the density of the hair piece to blend in naturally with the density of your own hair. Hair wearing can be more art than science.
John