It really depends on the design. I built my wood stove out of 0.005 titanium. 0.005 is paper thin and VERY flexible, but the cylindrical shape and a little steel wire banding gives it enough strength to support 1.5 liters of water in a pot even when the stove walls are red hot. Here's the thread for that stove:
If your design depends more on the intrinsic strength of the metal, 0.01, or 0.02 might be more appropriate.