I was wondering the same thing a while back and was going to go with a copper gasket, but it turns out the stock gasket on the zetec and spi is pretty good. It's like 3 or 4 layers of steel sheet thats riveted together and crunches to form a seal so it will be hard to blow. If you want to go thicker, Tom makes thicker gaskets by undoing the rivets and replacing one of the sheets with a thicker one.
I think the stock gaskets are probably fine. On some cars, you hear of guys blowing the gaskets. In most cases, it's actually from deto. Since their rods are stronger, the first part to fail from deto is the head gasket. Using a stronger head gasket will often make you live through the deto until it kills your rods. Therefore, some people try to fix the deto, and use the stock head gasket as a "fuse".
In our case, the rods will break BEFORE the gasket. That's why I think we never see failed Zetec gaskets.
I agree whole-heartedly with P-51. There are a few aftermarket companies out there that can make copper headgaskets for our car in varying thicknesses. Unless you're a serious full time racer I'd save your money, the oem one is fine and it's always good to have a "fuse" in the system. Rods and pistons are expensive.