Before you begin it is important to have few packs of shims in various sizes on hand. You can never have too many shims in your spare parts collection.
Shims usually range in size from 0.1mm to 0.5mm. Try to find a pack that contains a good variety of sizes, but it is more important to have the smaller sizes for finer adjustments. Thicker shims are good for filling large gaps and are easier to keep track of, but are not mandatory.
The shims I am using today are 0.1mm 0.2mm and 0.3mm.