Jeephammer,
I agree on tolerance variation of cheap vs. good. For that reason, a good micrometer should be in every tool box and it should be used to confirm actual gauge and gauge stack thickness, where you have one. However, given that brass springs back a little coming out of the sizing die, and how much it springs will vary with the case size, you can still expect to have to undergo a little trial and error to arrive at the gauge thickness that provides the amount of shoulder setback you want to wind up with.
Even a brass shim isn't going to be deformed by sizing pressure. If it were, then shell holders would imprint case heads. For any kind of steel shim, mild or hardened and polished, there won't be a detectable performance difference except that a five thousandths brass shim may elastically deform, say, two tenths of a thousandth, where the steel ones only deform one tenth. I base that on the modulus of elasticity being about 16,000 psi for brass and about 28,000 for steels that shims might be made from. It would be about 27,000 psi for 1000 series mild steels (steel shim stock sheet roll) and 29,700 for 4000 series tool steels. It doesn't change with temper. Only the ultimate strength and yield and other limits do.