If I switch strings and go to a heavier gauge, do I need to make any adjustments to the guitar?

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Make the nut slots slightly wider. Not doing this will cause extra pressure on the nut, which can cause the nut to crack, particularly on the lower strings. This is best accomplished by using a file. Be careful not to widen it too much!

You should also check the intonation, which will probably need to be adjusted. That is covered in another FAQ.