For covering interior walls you could go as thin as tinfoil if you really wanted,

but IMHO .019" would be the best way to go. Thin enough to be easy enough to work with but thick enough to not be flimsy, you can buy it with a painted coat already on it or in mill finish. .024/.025 is readily available in mill finish or painted also. Look for a commercial roofing and sheet metal supply house. Someone like Bradco or ABC supply.
Aaron