I thought sewing with an awl was challenging at first - but I am really starting to like it. I can punch lightly with chisels and then make the holes to finished size with the awl.
I think that the thickest leather that I'm likely to be using for a while might be for a knife sheath, so perhaps 2 or 3 layers of 6 oz leather? Right now I am mostly trying out bag patterns, wallets, etc. I might try thicker stuff later though.
Is there a "new guy friendly" place to buy awl blades / hafts? The only places I have been shopping around on are Tandy, Weaver and BuckleGuy ...