I think
JP51 has a great idea there.
If you still want to get a specific brand and style I would recommend either of these two for the "average" guy (and that's just the kind of guy I am):
LifeStyles Ultra Sensitive and
Durex Extra Sensitive. As their names suggest, they are good for the sensitivity issue. They are very thin but I've never had either type break.
Okay, with that being said, you also might want to get some
LifeStyles X-tra Pleasure condoms. This style isn't as thin as the other two, but it has a bulb-like shape -- a little more material -- at the head. It fits securely on the shaft, but the extra material at the top slides a little around the head. That feels gooooood!
Good luck!
Thrax