I usually get rubber rather than the cork ones... I've used thick ones and thinner, but never had a problem sealing with any of them. So I never got too picky about them.
Clean and dry the valve covers real well (good time to paint them, too, if needed), take a small ball peen hammer and gently flatten the flanges around the bolt holes. They get indented from being tightened down.
Then apply an automotive gasket silicone (like RTV brand) on the valve cover flange, let it sit a few minutes, then lay the gasket on the valve cover flange. You can push the bolts (don't forget the washers) up through the cover and gasket and they'll hold the gasket in place when you flip it over and put it back on the head. You don't need to tighten the bolts too much, but they should be snug. You can recheck those after driving a bit, I usually make them too loose.
Anyway, that's how I do it!
