Make sure that your eyes are located in the center (horizontally) of the lenses. This helps keep thickness to a minimum.
If you are farsighted, rimless frames are not recommended. The edge of the lens is very thin and will chip very easily.
If you are very farsighted, the center of the lens will be very thick. Aspheric lenses are recommended (thinner than regular lenses).
If you are nearsighted (far is blurry), it is best to pick a small frame. The bigger the frame, the thicker the lens will be.
If your prescription is high, consider a zyl (plastic) frame to hide some of the lens thickness.
If you are very nearsighted, high-index lenses are recommended. They are thinner than regular lenses.
The higher the index, the thinner the lens. However, keep in mind that there will be more distortion in the lens with the higher index.
Lens index recommendations, according to EyeCare Business: 0.00 to 3.00 diopters: CR-39 (regular plastic); 3.00 to 5.50 diopters: 1.60.
For prescriptions higher than 5.50 diopters, three more indexes are available: 1.67, 1.71 and 1.74.