Shady,
I would estimate the walls on mine are about 1/8 inch thick. Don't really need any thicker, seems to hold up just fine. While I'm working in the shop this winter with my heater, I am going to design a furnace with heat exchanger tubes running through the top half to get more of the heat out of it. Seems to be a lot going out through the chimney. Burner design is working well, easy to clean very simple/durable. I stayed away from the gun type of heaters because I hear stories of them constantly plugging up. I'm not a big fan of more maintenance than I already have. I am going to have a local fab shop roll me the tube about 2' in dia for the main body of the furnace and weld in my own cross tubes,door, etc. You want to make sure your interior air intake pipe and funnel go right down over the burner so the intake air gets right to the fire. That's where the heat is most intense. Once it gets started and draft takes over you would be amazed at the amount of air this thing will pull in and down the center tube. I like to mess around with projects like this and can't wait to build my next one. Always trying to upgrade as I go. Soon it will be too warm in my shop /forums/images/graemlins/blush.gif (not in WI !! )
Nick