Thresh is a tanky support champ. He has good engages and very strong CCs. It's very good with aggresives carries as he allows them awesome dives. He's also very strong in roaming phase thanks to the Death Sentence - Dark Passage combo: hooking a jungle monster (or a champ if you're ganking) and dash to him while your ally follows you using the lantern. ALWAYS make sure that the whole team knows about the lantern (you shouldn't need it in ranked but never know) and don't get close to dark passage's range's limit if an ally needs to use it unless you can manage it.

Thresh can surprise allies and enemies with unexpected combos with a clever use of his skills now we'll see some oh them and if you know some more i invite you to share it in comments :)

Gank/Engage combo: Hook the target with

Death Sentence and dash to him while trowing Dark Passage on your ally. you know once somebody clicks the lantern he'll dash to you no matter the place you are so you may surpass Dark Passage's range and still your ally would arrive ( i don't know if this stuff works with teleport as well as teleport isn't that good spell on thresh but if somebody wanna try...)

Rescuing combo: Hook a minion or a jungle monster and land

Dark Passage near a ganked/chased ally, start dashing when you see he used the lantern. if you didn't use this combo over walls ( Dark Passage allows to pass up to 2 walls and Death Sentence another one in places like blue champ) you might need to go for The Box and then wait for the slow to finish and slow them again with Flay (of course you must knock them away from you). also don't underrate the shield Dark Passage provides, addictionally to up to 180 it will gain 40% of your AP. a good soul farm and purchasing deathfire grasp if you're having a good time can give a huge shield (with death fire and 5 ranks Dark Passage the shield will be 228)

Unfortunately i'm not skilled enough to post a map in which i circled the key points for what i'm going to tell you so i'll just give you a detailed description of the place you must act in. in mid lane you can reach wolves champ from a path that also brings to blue champ, so there's a sort of square from which three paths start. If you place

The Box in the middle of that square while running away or during a team fight you'll split the battleifeld in 4 parts: mid lane, wolves path, blue and river path and the square itself. this will trap enemies into their side and will help you to get squishy targets. i'm not saying nobody will dare to cross your walls but they'll be forced to do it so you'll get a huge advantage against the carry and all squishy targets. this also helps you to run form a lost teamfight preventing enemies to reach you and/or your teammates.

You can place

The Box around enemy Akali's Twilight Shroud to trap her.

If enemy

Twisted Fate is ulting near you you can place the angle of The Box in the teleporting point so that he'll probably take 2 walls damages and won't be able to kill his target.

Another thing you can do in this case is to wait for something like 0.5 seconds and then cast

Death Sentence to the point he's teleporting into. if you placed yourself at the right distance you'll hook him allowing your teammates to get the kill.

Flash is a must-have on Thresh as his escaping skills are very hard to place, for the second spell i suggest Ignite or Exhaust, Ignite is more passive and it's good if you wanna assure kills without risking too much. if the enemy team has attack speed and movement speed based assassins (such as [Master Yi]) you'll better pick Exhaust. this also gives you a more aggressive play as instead of just damaging an enemy you'll allow to hit him with skills which is definetly better.