The 4mm took me a bit to get used to, but I think it's also because it's a bit heftier than some similar bands (I got mine directly from Amazon: http://www.amazon.com/gp/product/B004TIXANS?psc=1&redirect=true&ref_=oh_aui_detailpage_o00_s00)
I definitely suggest minimum 3mm! I think 4mm is the biggest I would have liked, but I also have stubby little boy hands, hahaha.