In response to Patraw:
I use all sorts of materials for my ATCs. Usually I use either some boxboard cardboard or a playing card for the back, and glue some nicer paper to the front. I've discovered that a lot of greeting cards are printed on nice paper, so I keep any that have 2.5" by 3.5" of white space on them.
As far as mailing things, I've mailed stuff that is pretty thick successfully, even ones with 3D things glued on. I try to always put them inside of a card to help protect them, and if they're really inflexible or bulky I put them in bubble wrap and make sure they have a "hand-cancel" note and postage. The more obviously big it is, the less likely it is to accidentally go through the machine.