The difference is more in how it feels because the string has to be tighter to be tuned up to E. The heavier the string the more metal there is for the pickup to sense so you get a bigger sound but you probably wouldn't notice much difference between a .09 and a .10. Jimi Hendrix thought it was important to use thicker strings (.11s I think) and Stevie Ray Vaughn was famous for using .12 and .13 and still bending so much he broke them. Mind you, he had to superglue his fingernails back on sometimes and he used to superglue his fingertips to his arm and pull off the skin to try to protect his fingertips. Tony Iommi and James Burton use.08s.
Re: sound
The difference is more in how it feels because the string has to be tighter to be tuned up to E. The heavier the string the more metal there is for the pickup to sense so you get a bigger sound but you probably wouldn't notice much difference between a .09 and a .10. Jimi Hendrix thought it was important to use thicker strings (.11s I think) and Stevie Ray Vaughn was famous for using .12 and .13 and still bending so much he broke them. Mind you, he had to superglue his fingernails back on sometimes and he used to superglue his fingertips to his arm and pull off the skin to try to protect his fingertips. Tony Iommi and James Burton use.08s.