I recommend buying quality fleece if you intend to sew liners. You want the liners to last a long time after all the work that you have put into making them. I suggest that you buy fleece from JoAnn Fabrics as I know that it is quality.........and, you can often catch sales and/or use their coupons if you download their app.
Others have differing opinions, but I much prefer the blizzard fleece over the anti-pill based on nearly ten years of using both. The blizzard fleece is a tighter weave and seems to hold up better. There is a BIG difference in the cleanliness of the cage when using blizzard vs. anti-pill. The anti-pill is softer and my cavies seem to mistake it for the softness of towels. They are accustomed to being on towels for lap time and know that it's o.k. to pee and poop on them. When the blizzard liners are in the cage, they are more apt to use the litter box and there are fewer poops scattered about in the cage.
If you aren't planning to sew liners then you can probably get by with a lesser quality/less expensive fleece. Insofar as thickness, I have no clue. Go to someplace like WalMart and fondle their fleece and then to JoAnn's and check it out there......you'll note a real difference.
