Should I avoid thick vinyl?

My TT arm does not have adjustabe VTA. Should I avoid 200 gram (ie thick) lps?
Only if they do not sound good.
I don't think you should avoid 200gm records; if something you want only comes in that format buy it. I just don't prefer thick records because of the VTA issue and because many suffer from dish warping because of improper pressing practices (thick vinyl needs a longer pressing cycle). Still, a lot of desirable records happen to be made available in 200-220 gm recordings so you have to accept them. I enjoy them even though I know I can get slightly better sound by raising the arm (too much trouble to do on a regular basis, though I have confirmed this by doing VTA changes).
I suspect that your Grado cartridge has an elliptical stylus. FWIW, keep in mind that vta/sra is less critical with elliptical styli than with line contact and other more exotic types.

-- Al
IMHO, thickness has little to do with the quality of a LP. I have many great
sounding 200gm, as well as 120gm and any weight in between. I also have
many poor sounding LPs in all weights and thicknesses.

If a LP is carefully mastered, it will sound great even VTA is a little off. On the
other hand, if a LP is poorly mastered, no VTA adjustment can fix that.
I agree that you do not need to avoid thick vinyl for the most part. I have listened to many songs and albums that were thick and had no problem with the quality of sound and no damage to my player or record.
And ... I've found that the better you get your other setup parameters (e.g. use an arc protractor), the less you're bothered by slight VTA changes.

I'm far more bothered by bad alignment (e.g. overhang/pivot-spindle/offset) along with azimuth misalignment than I am with VTA that's slightly off.

This was the subject of a heated discussion at 3am after the Audiofest with two of my house guests.

Oh yeah ... buy what you like (musically) and fuggedabout what everyone tells you to like.

Thom @ Galibier
You have gotten some wise advice. Just a few days ago a member was complaining about the poor quality of some expensive records. I have ordered from wdcdradio and soundstagedirect for years. I have gotten very good quality vinyl each time and the surface has always been quiet and refined. I have ordered from every category they
have. The VTA issue should not be a problem if your rig is set up correctly when listening to regular 120 or 180 or 200 gm vinyl. Once I set my rig up and it sounds wonderful I leave it alone. I keep my records clean and as dust free as I can and it keeps me very happy. Worry more about a good record cleaner once your rig is set up properly.
"Once I set my rig up and it sounds wonderful I leave it alone."

Me too.
Set your TT up for 180 gram vinyl and you should be fine.
If you have any Classic Records 150 gram vinyl that setup would be better, it is in between most vinyl thickness out there.
Set your VTA to suit an average thickness, then play any and all freakin LPs that you like and don't fret about it.