These are indeed slightly thicker than the regular party balloons that you would find at the party store. These balloons will give you an edge in keeping the balloon from popping prematurely.
A couple of tips to make nearly ANY balloon work better for this trick:
1) Don't inflate the balloon all the way. A slightly underinflated balloon will have a thicker wall, and will be less likely to pop.
2) Put the needle into the balloon at the tip opposite the knot. Then poke the needle through the other end, close to the knot.
3) When you pull the needle out, do it slowly, not with a quick jerk. If you do it too quickly, the latex may grab onto the needle and tear the balloon with a POP.