First of all - this depends on what role do you want to play. Thresh is a support, Hecarim is a jungler.
But Thresh is at this point considered best support, I use him as my main champ, but you have to learn to land your skillshots (lantern and hooks), so he needs a lot of training. If you don't like to support but still want some to buy, i would recommend Taric. Cheaper, easier to play and still viable.
Hecarim was nerfed so badly, he is unplayable nowadays. He has very weak early game, and you have to be really good with him to have any impact in game later on. For jungler, I would recommend to buy one of these: Jarvan IV, Vi, Xin Zhao or Elise.
Thresh is better. To put it in perspective, Thresh is banned or picked in almost every competitive game right now, while Hecarim is never played at all.
But Thresh is at this point considered best support, I use him as my main champ, but you have to learn to land your skillshots (lantern and hooks), so he needs a lot of training. If you don't like to support but still want some to buy, i would recommend Taric. Cheaper, easier to play and still viable.
Hecarim was nerfed so badly, he is unplayable nowadays. He has very weak early game, and you have to be really good with him to have any impact in game later on. For jungler, I would recommend to buy one of these: Jarvan IV, Vi, Xin Zhao or Elise.
http://www.mobafire.com/league-of-legends/forum/general/which-champion-should-i-buy-should-i-get-xxx-or-xxx-which-from-the-following-should-i-get-megathread-3750