Beware of thermoforming suppliers; the barriers to entry are small, and the incumbents will tell you whatever they think you want to hear in order to lock in your business, then they will extort more money for adjustments to meet your requirements as it becomes clear what they cannot do.
As Pud says, uniform wall is impossible, and controlled wall is very difficult. Read up on deep drawing of metal; thermoforming DOES NOT work like that, sliding metal over corners of the forming die. Every bit of depth in a thermoformed part comes from stretching the material without sliding. If you need a 'deep' draw, find another process.
There're a few different kinds of thermoforming, from manual, one sheet at time processes to roll fed, highly automated. They all share the same basic concept of heating the material to a rubbery state and then forming into/over a mold. The process has limitations that stem from the fact that the material is never liquid and the molds are one side only. Wall thickness will vary and is only somewhat controllable. It can be an effective solution as long as you don't have requirements that are outside limits of the process. It's not injection molding, don't expect to be. Draft angles and corner radii are higher, depth to width ratio is critical, etc. All in all, it's a fine process and many of us are honest and reputable. Good Luck.
