Thresh works best with ADCs that can both poke and do sustained DPS.
Tristana: Thresh can CC them while she stacks her Explosive shot and AAs them to death.
Caitlyn: Poke-city! Also, you can hook or flay the enemy into her traps, chaining several CCs.
Kalista: Her poke is amazing, but if you can CC them, she can spear them enough that her rend will REALLY hurt. Not only this, but her ult combined with yours can be an amazing way to teamfight.

Pros:
Infinite Scaling
Tanky Late-Game
Good CC
Powerful Utility
Fun to play

Cons:
Easy to miss Hook if unpracticed
Easy to counterpick in Draft Mode
Predictable
Nobody clicks the lantern. Like, really guys its not that hard.

Your lantern gives a very small vision area, and can be used as a "ward".

Your lantern can collect souls.

You can throw your lantern to the jungle for an easy gank.

If you throw your lantern behind you, then hook an enemy and leap to them, you and your adc can cover a lot of ground, very fast.

Throw your lantern in front of a fleeing enemy, not on them. Otherwise they will run by it.

At the beginning of a game, remind your ADC about the lantern.

If your adc is in trouble and low on health, dont forget the shield your lantern gives, even if it cant help the adc escape.

You can use your hook+leap to cross jungle walls, including baron/dragon pits. Hooking+Leaping to the dragon after throwing a lantern to the ADC can make for an easy steal.

If you are going to leap to a hooked enemy, waiting until the hook is almost over before leaping gives you precious seconds of added CC.

Hook+Leaping into a fight, followed by an ult and a flay, can easily win a fight for your team.

Hooking an enemy is NOT ALWAYS A GOOD THING! Hooking a Fiora, for instance, gives her a perfect chance to ult you and your friends. Be wary of the enemies abilities before tossing a hook.

Flashing into range for a hook can allow you to secure a kill on even the most distant enemies.