Most details are in the notes. It's not like anyone would read anything here anyway. In-depth analysis below.
Also, the title is ironic - Thresh is broken:

Why full tank runes?
m-muh Flay passive
Yeah, no. Going damage is dumb because you'll never have enough to be relevant, and the more damage you have, the less useful stats you have, like being able to soak up damage for one. Ever wondered why those Blitzcranks that go Rod of Ages thinking they can carry always lose?

Seal of Health:
Seal of Armor used to be the only way to go, but ever since the rune changes a while ago, Seal of Health has proven to be objectively better. All champions have increased base armour to make up for the nerf to Seal of Armor, and running Seal of Health gives a lot more early game defensive stats.

Mark of Armor:
Armour isn't an optimal stat for reds, that's for sure, but it's the best you can do. Mark of Attack Damage or Mark of Magic Penetration are probably your next best bet if you don't want to give up your shekels, but they don't do that much for you anyway.

Glyph of Magic Resist:
With all the magic damage going bot lane now ( Morgana, Lulu, Lucian), running Glyph of Magic Resist is pretty standard. Glyph of Scaling Magic Resist or Glyph of Cooldown Reduction works too, but flat MR will probably help you the most.

Quintessence of Health:
These things give you dumb amounts of health. Running these with Seal of Health gives you +150 HP at level one. That's at least three extra autos someone will need to use to kill you, and this is the main reason why you can win pretty much every level 2 all-in.

Why full tank masteries?
m-muh gold income
Yeah, no. In all honesty, the only thing you really need is a Sightstone and maybe boots, everything else is just a luxury. By going 0/21/9, you get more valuable combat stats and thus are more likely to win lane. By winning lane, you thus generate a decent amount of gold from kills and assists. You could call it a high risk, high reward playstyle, but coupled with Thresh's fundamentally broken kit, I feel like the risk is worth it. If you don't like to run this page, 0/16/14 is okay, but let's be honest, that gold isn't going to be that useful when you're defending your inhibitor towers from that Jinx that got fed off of you because you weren't tanky enough.

I've gotten a lot of flac for my narcissistic language, but I wouldn't be making such bold statements if I didn't believe they were true. I've probably played more games on Thresh where I maxed Flay first compared to games where I maxed Death Sentence first, but Flay simply isn't worth it.

1. Thresh's auto attack range was nerfed. He has 450 auto attack range. Vayne has 550. You simply take too much damage when trying to go in for auto attack harrass.

2. You don't do that much damage. If you run the runes and masteries to maximise damage, then great, but you'd suffer from the first problem even more.

3. Your carry does more damage than you. A hook = Piercing Light + Lightslinger. Let your carry do their job, don't try to do it for them.

Even when you're losing, maxing Death Sentence first and putting it on a lower cooldown gives you more opportunities to make plays to get you back into the game, such as hooking people under tower or setting up kills when your jungler comes. There isn't really any reason why you'd want to max anything else.

Items
Unfortunately, Thresh is quite limited in his selection of item choices. As a support, his gold income isn't amazing, and as such, every purchase must be optimal.

Ancient Coin:
Usually my preferred starting item. You sacrifice the health that Relic Shield/ Ruby Crystal give, but gain really dumb amounts of sustain and more consistent gold generation. You also don't need to bother trying to steal creeps from your brain-dead AD (not that it's hard in the first place since you have Flay).

Relic Shield:
This gives you combat stats, Ancient Coin does not. It gives you a higher chance to win early fights. It's got some sustain to top it off. A nice item overall, and Face of the Mountain is a pretty cheap tank item with a gimmicky active, but I wouldn't call either of them essential. You can skip it and start Ruby Crystal, but laning kind of sucks against most bot lanes if you don't have Relic Shield.

Sightstone:
This is THE item for supports. Someone did some math and found out it gives some ridiculous amount of gp10, but another selling point is that it gives health. There is absolutely no reason to not get this item, but upgrading it is questionable. You're paying 800 gold for 250 health, which is worth ~666.875 gold, so it's not really gold efficient and an extra ward isn't really that useful either when you can only throw down three.

Mobility Boots:
Run around the map and put wards down. Roam mid, pick up an assist and come back bot. Drop a ward at the enemy buff and write down the timer or contest it. Pretty nice item overall.

Frozen Heart
The reason I like this item so much on Thresh is that all of the stats it gives are all useful. 100 Armour is a LOT. 20% CDR is a LOT. 400 Mana means you don't need Chalice of Harmony. The aura means you don't need to get yourself killed like Randuin's Omen makes you do. My only complaint is that it gives no health, but it's cheap as dirt, so why not.

Randuin's Omen:
This guy used to be the optimal rush, but it was nerfed pretty hard, and no one's going to be auto attacking the support - especially the one with the randuins - anyway. It's also important to remember that Thresh is a support, not a true tank, and you can't make use of its active well without putting yourself at huge risk. It's also got a rather difficult build path for a support. It's still pretty good, though.

Thornmail:
The other 100 armour item. It's not amazing on it's own, and works better if you have more HP. If they have more than one auto attacker, though, and they happen to like auto attacking you for whatever reason, it's a pretty nice pickup.

Mikael's Blessing:
At one point, I would religiously rush this every game thinking the mana regen and magic resist was useful. Hint: it's not. It's still a really good item, but not rush worthy in my opinion. Just remember, you buy it for the active more than the stats. If you don't need it, don't get it.

Locket of the Iron Solari:
This item always seemed pretty lackluster to me. The tank stats were never great, and the active didn't seem too good either. It sounds good on paper, but I hardly ever buy it. I think it's meant to help vs Ziggs or something, it's probably the ideal magic resist item for supports.

Banshee's Veil:
It's a pretty nice item to pick up if you can afford it, especially against a pokey team comp. It doesn't really help your team much, though, and you should probably be aiming for a Locket of the Iron Solari if you need MR, but this is probably what you want if you need even more.

Warmog's Armor:
This thing kind of went out of fashion a while ago, but it's not as bad as people make it out to be. It's got a pretty decent price tag for 1000 flat health, and grabbing this thing with a Thornmail makes you a pain in the butt for that Caitlyn to deal with. It doesn't offer much more than that, though, and definitely isn't core.

Zeke's Herald:
A forgotten warrior from the days of Stark's Fervor, but is useful nonetheless. It kinda sucks how it builds out of Vampiric Scepter, but it's a great aura for an AD-heavy team, and gives CDR as well.

Ohmwrecker:
Probably one of the most situational items in the game, and the 50AP it gives you is something of a turn-off, but its active is invaluable with certain dive-heavy compositions. It's rather cheap compared to a lot of other items, but don't pick it up unless you really think your team will need it.

Traps
There are a lot of items that are quite tempting to buy, but aren't as great as the might first seem.

Sunfire Aegis:
Don't get me wrong, I'm a pretty big fan of this item, but it's not that great on Thresh. You shouldn't be in a position where you can make use of the passive, since you're not a dedicated tank. Frozen Heart outclasses this item, and costs the same amount of gold.

Rylai's Crystal Scepter:
Flay and The Box already have a slow. The Box has a 99% slow. People can't even move if they get hit by Death Sentence. 80 AP is also useless. 500 health is okay, but it costs 2900 gold. Face of the Mountain gives 500 health and costs 2200. It also gives you USEFUL STATS AND AN ACTIVE. Don't buy this garbage.

Iceborn Gauntlet:
Thresh already has enough CC in his kit to warrant not buying this item. You won't have enough AD for its passive to be useful anyway. Frozen Heart is the better Glacial Shroud option.

Spirit Visage:
This item is just outclassed by Banshee's Veil. The passive is useless whereas Banshee's Veil can save you from Final Spark, and it gives less health to boot. Spirit Visage is more of a top laner item.

Guardian Angel:
Well... I mean... Who cares if you die? Obviously if you're dying, you're not tanky enough, and coming back to life isn't a synonym for being tanky. You're not a priority target that deserves a Guardian Angel, and the armour and MR it gives are subpar and extremely gold inefficient.

Twin Shadows:
It's not a bad item, per se - it's actually 100.6% gold efficient, but efficiency is meaningless if the stats are useless. Although all the stats actually aren't useless, the largest contributor to its gold efficiency is the 80 AP, which happens to be pretty useless. Movement Speed and CDR are nice, and it has a nifty active, but it's not really worth it for the amount of gold it costs.

Bloodthirster/ Blade of the Ruined King/ Black Cleaver:
I die a little inside whenever I see a Thresh building these. If I've said it once, I've said it a thousand times: you'll never have enough damage to be relevant, and the more damage you have, the less useful stats you have. This is true for all supports. You can actually carry harder with a Frozen Heart than you can with a Bloodthirster.

Flash:
How else will you be able to make Madlife plays so that you can put together a montage and get likes and subscribes? In all honesty though, this is probably the single most valuable spell that Thresh can bring, even moreso than on most other champions who take it simply as a staple. It adds range to your CC. As a side note, it also helps you run away.

Exhaust:
Even without strong divers and assassins on the enemy team, it's great for making Caitlyn or Vayne irrelevant in late game team fights, as well as helping to secure kills in the early game. Generally my spell of choice for the second slot.

Heal:
Double heal bot lanes aren't really a thing anymore, but if you're against a strong kill lane, you can tell your ADC to bring barrier and you can take this for double deny.

Ignite:
Not as good as Exhaust for securing kills, but works well beacuse it's true damage that scales off level, making it somewhat viable on supports. It's not that great, though, because you generally want kills to go to your carry, but you can take it for the grievous wounds if you think you need it.

Yeah, I suppose I can give out a couple of these. Scroll down.

tl;dr: Don't follow up on your hooks

Out of 10 hooks I land, I'd follow up on maybe one, maximum, if any at all. Following through on your hooks usually puts you in a really bad position and you'll just end up getting killed. Once you land a hook, there's a 90% chance that you'll be in range for a Flay, so there is absolutely no reason to follow up on your Death Sentence most of the time.

You can also use Death Sentence defensively to escape by hooking to jungle camps, dragon, baron, etc. Cool trick that most people don't realise.

tl;dr: People are stupid so toss it a bit further away

It's solo queue. It's perfectly reasonable for people to not trust you to watch their back. Most people would rather blow their Flash & Relentless Pursuit than click the lantern under their feet. To help other people click your lantern, throw it a bit further than where you think they're headed. This will give them time to see and react to the lantern and piss off the enemy Rengar at the same time.

You can also throw it out to pick up souls, but don't waste your MP if you don't need to. Dark Passage is also useful for bringing your jungler in without them needing to blow their gap closer ( Demacian Standard + Dragon Strike, Audacious Charge, Resonating Strike/ Safeguard). On top of all of this, Dark Passage also gives sight (albeit in a rather small radius), which can be used to check up on bushes or over walls. On top of all that, Dark Passage behaves like an object, similar to Demacian Standard in that Lee Sin can Safeguard to it, and people can Teleport to it as well. All these things compounded are my justification for saying Dark Passage is Thresh's most broken skill.

tl;dr: Do it backwards & do it often

No, seriously, that's it. It doesn't seem that hard to do, but the mechanic is a bit tricky at first. Practice a bit and you'll be fine. Don't bother harrassing with your autos, it doesn't help at all.

Also, walking up to people and flaying them back is a perfectly legitimate way to engage. The slow after the Flay makes it easier to land your Death Sentence as well. Normally this is the preferred way to start a fight, it's just harder to do because Flay has a shorter range than Death Sentence.

tl;dr: Just use it

I've seen so many Thresh players hold onto their ult so that they can try to hit >3 people with it, and just end up dying before they can use it. Don't be afraid to blow The Box on one person, if it's going to get you the kill then it's worth it. Even if you don't hit anyone with it, the zone it creates is still valuable in a fight.

It's also good to cast The Box once you land your Death Sentence (it can be casted as you're reeling them in). 9 times out of 10 your Death Sentence will pull them into a wall, and even if they were at max range, following up with a Flay will guarantee The Box slow. Since The Box has a small cast time, doing this makes it more likely to hit someone before they can flash as it's coming out of the ground.

tl;dr: Don't be a female reproductive organ

Ignore your carry's back pings and keep auto attacking the creeps at level 1. If the opportunity presents itself, throw out your hook. Once you kill 9 creeps (6 melee creeps and 3 caster creeps), you'll hit level 2. Level up your E and go in immediately. Walk up to their level 1 AD with only one spell because they pushed slowly and Flay them back. Throw out a hook if you can't reach. Ping a bunch too so that your AD follows. You're guaranteed to blow a couple of summoners and chunk them really hard if you're not stupid, and you may even pick up a kill or two as well.

By this point, their AD will play like a girl for the next 10 minutes. If your AD is smart and freezes the lane at your tower for as long as possible, stand between your creeps and the enemy laners to zone them. If they try to come in for CS or harass, punish them with a Death Sentence to the jaw.

If your AD is a dumbass, like most are, and they push the lane forward, try to take down the tower instead of pointing out that they're a dumbass. You'll be more useful if you throw out your CC at the enemy under the tower than auto attacking the tower. If you're worried about the jungler and you don't have wards on hand for whatever reason, play a bit further back and let your AD do whatever he wants at the tower. Just be ready to throw him a lantern.

If for some reason you happen to be losing lane, just play it passive. Wait around your tower and don't overextend. Make opportunistic plays rather than aggressive plays, and you'll eventually be able to pick up the pieces, because the enemy will make a mistake at one point or other. The most important thing, not only for Thresh, but for everyone, is just don't die. If your AD keeps getting caught, just let him die and ignore his whining.

Once you finish taking down the first tower, don't be afraid to keep going. Contrary to popular belief (at least, implied by people's actions), that tier two tower actually won't kill itself, you'll actually have to do it. At this point, you should be warding in the enemy jungle, not nearby bushes, because you need to run further to get back to safety, so you need information of incoming ganks as early as you can get it.

Your AD will probably be an idiot and try to go mid as soon as you take down the tower. If he ignores your pings and goes off to do jungle camps, just go off somewhere else and make a return trip later to defend your tower if people try pushing it down. Generally, the enemy bot won't try to take down your first tower if their first tower is down. Trying to do your own thing usually doesn't work out on supports, so I wouldn't recommend it.

If you know what you're doing, make calls and secure objectives. If you don't, just stick with your team, even if they make bad choices. It's better to make bad choices as a team than the right choice by yourself. It sounds counter-intuitive, but it's true. If your team wants to fight a baron you probably can't win, just go with them - you might win. If you stay at base and let them go 4v5, they will lose.

As long as you play well, things will generaly work out over time. Just remember that it's not possible to win every game. Even Apdo doesn't win every game (though he does win considerably more than he loses). If you consistently do well, you will win more than you lose - this is guaranteed.

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