The thicker the trap, the lower frequencies it will absorb. However, if you space a trap of a given distance away from the wall by up to its thickness, the low frequency absorption will improve. However, if you can afford to, it is better still to fill that gap with absorption as well.
So, if you have 4" and are trying to absorb bass, know that a 2" trap directly on the wall won't do much. A 2" trap held 2" away from the wall is better, but a 4" trap is better still.
Of course, benchmarks speak louder than theory. And customer service and price are also factors.