It may be thicker by a millimeter, but that is not something you will notice.
But everyone complaining, look at that taper. The inside volume of the thing is going to be less. There's less case there, overall, which means less weight. There's less room to cram stuff in there, which probably means less weight too. I don't think it's going to be dramatic, but thicker or not, the iPad 3 will be lighter than the iPad 2, unless they stick some really dense materials inside.
I don't know if anybody's weighed each individual component before, but I would be rather surprised if the heaviest parts of an iPad aren't the glass and case. Looking at these pictures, the glass at least is thinner, and there's going to be less case due to the taper. The battery might be the heaviest component, but the new shell design just means they can put a heavier battery in there if they want without harming the user experience.
Looking at these pictures, it's pretty hard to tell anything about relative thickness, these are terrible photos. But these photos do tell us something, and that's the inside of the thing will account for a greater proportion of the weight this generation than last. At worst, the specs are identical to the iPad 2 and the iPad 3 is merely lighter. At best, the weight is no heavier (and possibly lighter), and the specs are increased. Obviously, Apple didn't spend a year redoing the case and achieving no gains inside the thing, so it'll be the latter. All that remains is to see how big the gains are inside.