3D-tool will automatically check wall thicknesses and display your model with a spectrum map showing the various wall thicknesses.
Here is an example in millimeters using improbablecog's downloadable Tentacle Creature Cufflinks. Dark blue is 0 mm and red is over 5 mm in this image.
This is where a really fast computer comes in handy as it is very CPU intensive to do the calculations. I usually decimate first as low as I can go without losing too much of the overall shape so as to shorten the calculation time. Also, doing a quick calc is good enough I've found, unless your making space shuttle parts!
If you click the "At point" button it will instantly show you wall thicknesses by just hovering your cursor over anywhere on the model.
3D-tool is free to use for STL files. The free version can be downloaded here. On the same page they also have a trial version which reverts to the free version after 14 days. The free version was used to make the example image above.