I've always run .040" gap and never had problems. As Justin said, make sure to use plain ole copper plugs as there are MANY stories of people running platinum or (heaven forbid) iridium plugs with our factory coils and having running problems. And if you're thinking of averting that problem by running a hotter aftermarket coil, there are also stories of people barbecuing their ECUs after using them (something to do with "voltage backfeed" or something. If Pepper pops in, he could elaborate).
I've got a new set of NGK plugs to pop in sometime this season and am actually thinking of leaving them at .035" just to see what (if anything) happens.