Playing style is definitely a big factor in selecting your string gauge, but there are a couple of other things to consider as well.
1- The type of guitar you play and its action. Some accoustics as an example have a lovely sound, but are near impossible to play using regular gauge strings (especially if you like to use bar chords). In a case like this (short of taking it to the shop) a good solution would be to put lighter strings on.
2- Type of instruments you gig with. I switch between accoustic and electric quite a bit, and it takes a bit of time to get used to the difference in action.
I found that buy using regular gauge (E=10) on my electrics, this transition is less noticable. And as a Kevin mentioned, the bonus of using heavier strings is that you get a fuller sound, and the guitar not as noisy.
Keep on pickin'
Izzy