If you will be walking on it I recommend 3/4" for the floor with 2x6 floor joists. If it's a raised coop 1/2" plywood with 2x4 floor joists is plenty sturdy.
For the walls I like siding instead of plywood.
That said my big coop was made from reclaimed shipping crates and the long walls are plywood. With large roof overhangs and a good outdoor paint it has held up well.