Monte Cristo sandwiches should be made with hearty, thicker sliced bread. That can range from anything between thick white bread, sourdough, and French bread. I like to stick to sturdy white bread as a good base because the flavors don't overpower the star ingredients. I wouldn't recommend thin sandwich white bread, you really should be looking for at least 1/2-inch thick slices to withstand the egg dredge and to hold together your ham and cheese filling without falling apart.