I too have rather large thighs and always have!
Mine however are definitely very muscular so it isn't ever really going to change which is something I have had to come to terms with and learn to like. I usually have major problems when buying pants because they wont fit over my thighs and if they do then they will be way to big on my waist.
Running, cycling, squats, lunges etc etc have all toned my legs nicely to the point where now you can see just about every muscle. They'll never be small or even normal but hey...every woman (and not half the men either :P) in my office apparently want my legs - though I do remind them that includes thunder thighs :P
So I guess my advice is acceptance - you only have one body so accept it in all it's unique quirkiness

We always see our problem areas magnified anyway...other people rarely see what we see as a negative in the same light.