We have studied the thickness dependence of the transport and magnetic properties of strongly textured La0.6Sr0.4MnO3 thin films grown on MgO and SrTiO3, for thickness between 5 and 500 nm. While the resistivity and the magnetoresistance are strongly affected, the magnetization is only moderately changed. The effect on the metal-insulator transition, the low field magnetoresistance and carrier localization is dependent on the substrate, evidencing the effect of the induced defects and strains.