Different thickness' of wetsuits will feel different. A snug 3mil feels different than a snug 5 mil, which feels different than a snug 7 mil. The thicker the suit, the less range of motion you will have due to pinching of material at flex points. If your a cold water diver, its a good idea to get a wetsuit that gives you the mils you need to stay warm, but also gives you options at joints that provide greater flexibility and range of motion. The biggest concern is that the core of the suit...around your torso, fits tightly enough to prevent constant migration of water. The seals around arms, legs, and neck should also fit well to prevent inflow of cold water. You DONT want the suit to be so tight however that it cuts off circulation. This is especially crucial with a hood in cold water. A hood that is too tight can restrict blood flow in the neck area..(carotid arteries), and can also impair your ability to equalize.
Most new divers are unprepared for what a well fitting wetsuit should feel like. Most feel they are too tight, simply because they are not used to something fitting that tight. A neoprene wetsuit will expand slightly once it gets wet. The thin layer of water between your skin and the wetsuit is what insulates and keeps you warm, but it also provides a "slip layer" such that the wetsuit isnt as adhered to your skin as when you are dry.
So the keys for a good fit are....tight around arm/leg seals. Snug around neck...snug around skin, but not so much to restrict blood flow.
