These days my main steels are CPM S30V stainless, W2 tool steel, 1084 and O1 tool steel. I heat treat the high carbons myself and send the CPM stuff out to Bos Heat Treating, and they do great work. 

It is best to envision what you will be using the knife for the most and choose accordingly. 

I prefer 3/16" knives for the most part, as they give a good balance of mass and slicing ability. Most of my bigger knives come with a full flat grind, so they all slice well.

Smaller knives are either 5/32" or 1/8" thick, and either flat or hollow ground