I wouldn't say it improves the sound, just makes it a bit fatter, and, the trade off is maybe a bit muddier.
Most of the jazz/blues guys that I listen to like .11s We all know SRV was a fan of .12s or higher, but he tuned down a half-step.
I tried .12s for a while, and ended up moving back to .11s for clarity's sake. My new Tele came with .10s, and so far, I kinda like them. I may consider .10s for my solid body electrics, but I'm not sure yet. I'm heavy-handed with my left hand, so .09s are not in my future.
Point is, it's like anything else, whatever you like is the way to go.