Exactly what cams are these people recommending? The small increase in compression ratio a thinner head gasket will provide can be beneficial in some cases, but if the cam you choose needs 10.5-11.0 compression the tiny increase you'd get with the gasket change is unlikely to be worth the labor cost. The stock CR is about 9.2:1, and a .010" - .015" thinner gasket might get you to 9.4-9.5:1. That is still far from optimum for certain cams. So the first question to ask is exactly what cam is being recommended. Then find out from the cam manufacturer what they recommend for the optimum compression ratio. If they say 10.5:1, and the best you can do with a gasket change is 9.5:1, I'd submit that you would be better off doing it the right way with 10.5 CR pistons.
Jerry
btw, I assume you're talking about a new ('12, '13) bike. Before you get carried away by the sales pitches from those tuners, you need to consider what affect internal mods may have on your factory warranty as well as the ESP if you bought it. Not saying don't do it, just saying don't get talked into something you didn't ask for in the first place without considering all the ramifications. Are those guys going to step up and cover warranty (in writing) if Harley or ESP deny coverage in the future if you have a failure? This sort of thing isn't important to some owners, but based on all the questions posted around here in the past about warranty and ESP coverage for modified bikes I would guess it is pretty important to some.