I dont think it was mentioned, but if I'm correct, the heavier the string gauge, the more you'll drive your pickups and the more sustain you'll get. (electric or acoustic)
Basically a thicker string means more metal to stimulate the magnetic field around the pole pieces in the pickups. This can result in more bass, more volume, and a "bigger" sound. It can also harshen up your sound a little. You'll get more sustain because you have more string mass vibrating and more vibrations transferred to the body of the guitar means more sustain
If I'm correct, this is why SRV used quite heavy strings. (11's or 12's maybe) when 9's were fashionable for a strat.
Oh and it might be obvious, but thicker strings are harder on your fingers (harder to bend). No issue for most guys I know, but I have heard some ladies prefer 9's on a strat for this reason.
Also if your a fan of dropped tunings, I've heard heavier strings are the go as they dont go as flabby when detuned.
Anyway, I might be totally wrong, but thought I should mention it just in case. Oh and FWIW I'm a fan of 10's on a Strat and as my Maton has the same scale length as a Strat (ahh the beauty of custom shops) it wears 10's too!
Please feel free to shoot me down in flames if this is all wrong though...