I'm going to have to suggest that it depends.
Specifically, it depends on which aspect of the sweater is important to the speaker, or which aspect the speaker thinks the listener would find important. The first adjective in a list is usually the one which the list-maker considers most important.
"Thick, ugly, brown sweater" could be preferred if the speaker wants to emphasize that the sweater makes the wearer look bigger or bulkier (the emphasis is on the external, less personal aspect).
To choose "Ugly, thick, brown sweater" draws more attention to the speaker's opinion of the sweater. This would be important if the speaker wishes to subtly prejudice the reader against the wearer.