Thick foundation gives the most coverage, or you can achieve a covered look with several layers of mineral makeup, which feels much lighter but gives a soft-focus look. I guess the main question is, why do you want heavy coverage?
Most of the time, women want heavier coverage because of acne or acne scars. If that's the case, you can spend your life trying to cover it up, or you can get down to the dermatologist and solve the problem. Some people don't know it yet, but the work doctors are doing with lasers is extraordinary. Lasers are being used to cure—yes, I said cure—acne. Apparently, acne is caused by bacteria, and lasers kill bacteria. Some people lose the acne entirely after a couple of treatments, and periodically, you just get another treatment. It's hard to believe it if you've spent your life struggling with acne, but the future is here, and there's no reason to live with it if you don't have to (except money—laser treatment is a lot more expensive than makeup.) Laser treatments for acne are not painful, take very little time and cause no downtime.
Lasers are also being used for skin resurfacing, which removes acne scarring. This is a bit more intense: like microdermabrasion, your skin will be burned and will have to heal. But heal it will (especially if you use Vitamin E after your treatments). These treatments are also good for sun damaged skin, and can be used to get rid of lines on the face.
Do you still need "heavy" coverage? If so, go lightly, with mineral makeup, which is a fine powder applied with a brush. After a lesson from an expert, you'll learn how to apply this fairy-dust light makeup to cover with fine effect without the cake-like qualities of other types of foundation. It's hypoallergenic, too.

