Yes, quite a few new owners of White iPhone 4 mentioned that their phone is slightly thicker than black iPhone 4. Look at the above picture, and we can clearly see that it is really thicker, but just by a slight. All iPhone 4 cases are reported to fit nicely to white iPhone 4, so you won’t have to worry about it.
I think white iPhone 4’s plastic is slightly thicker might be due to the light leak issue due to the white case and the iPhone 4’s Flash. Hopefully this solved the light leak issue, because I don’t mind a slightly thicker iPhone 4 than light leak photos from my iPhone