Another thing to keep in mind is that you can't spot-reduce. In other words, exercises concentrated on your thighs aren't going to make your thighs smaller, just like doing crunches isn't going to make your stomach fat go away. If your thighs are big because they're muscular, you might want to lay off the thigh-intensive exercises. If your thighs are big because there's fat there still, then you're going to have to focus on weight loss, exercise and wait for your body.
Everyone's body is individual--and your body knows where it likes to store fat the most. If that's your thighs, they may be the VERY LAST place your body takes fat from during your weight loss. It's unfortunate that we can't MAKE our bodies take fat off of certain places...because if we could, we would ALL look like Angelina Jolie.