I make gingerbread houses every year. Walls should be approximately 1/4 inch thick. I have found that cutting the pieces first to work best. Yes there is some spread, but when they come out of the oven, I replace the stencil and trim up any spread (for the straight outside edges, a pizza cutter works well). I know it sounds redundant, but sometimes I don't cut quick enough, or I am distracted by the phone, or any other number of things, if I only cut after baking. With the items pre-cut, if I get distracted, I at least have a usable part. Granted I may have to shave any spread very gently with a microplane or the edge of a knife, but that is just what works for me.
I also will roll the dough out on parchment paper, cut and remove the excess, then slide the whole thing onto a pan for baking. This way, you don't get any "stretch" of your pieces. I have several square cookie cutters that I will use to cut out the windows and such. I make the windows rectangular by using the cookie cutter and cutting a square then moving it and cutting another half square. This is helpful because when the gingerbread comes out of the oven, you don't have to spend a lot of time with a knife trimming the inside of all the windows... you just punch any spread out with the cookie cutter.
As Sobachatina mentioned, melted sugar makes beautiful windows. I however, will lay the walls on a silicone mat and pour the sugar directly into the window holes. No need to "glue."
I'd hate for you to make a gingerbread house with the "wrong" icing. You want an icing that will dry rock hard, like cement. For this you will want to use "Royal Icing."
For larger houses, use canned goods to hold the walls in place while the icing dries. The house should be built at least one day before you start decorating, to be sure it has set up really good.