First let us define extruders here.
Extruder is the entire unit which does the job of melting the plastic to continuosly pushing it out.
So by definition the entire extruder need not be changed to achieve different thickness levels. The extruder has a nozzle. The diameter of the nozzle determines the thickness of the layer. Hence nozzles of different diameter are available for respective models. So if you want a thicker print then opt for a thicker nozzle.
As far as interchanging extruders is concerned, they are specific to the models and generally it is not advisable for a newbie. If you have enough expertise to tinker around then sky is the limit.
Lastly, if you are interested in multiple extruders then MakeMex’s MM1 Modular 3D printer is worth a try.