1. you want to get the super thin ones (and they are usually expensive), especially for a wide angel lens. otherwise you will see vignetting on the edge of the photos.
2. you want to get the high quality ones, otherwise you will find strange results on your photos such as color cast, uneven polarization (other than that caused by different angle from the sun), etc.
3. you may not be able to put your lens cap on the cpl filter if it is superthin, use your lens hood to protect against physical damage. you should keep the lens hood on anyway if you have one.