Nothing much to say, we all love CryoBeats down here. This Guide is heavily inspired by Cryo's gameplay and I suggest you check his gameplay out.

I've gotten over 100k Mastery (Lv. 7) on Thresh in almost 1 year of playing anything but his default builds.

Don't play Jungle.

Build 1 - Press The Attack
Probably the best keystone to play on Thresh right now, easy to play both save and aggressive based on your matchups and your preferred trading patterns. This won't work that well with Crit or On-Hit builds.

Build 2 - Hail of Blades
HoB is best for playing Crit Thresh, you can take short, impactful trades, and in lategame you can probably kill most ADCs in the HoB Activation Period - First hit will hit the hardest due to E charge, then the rest do the cleanup. If behind, hit the enemy with first attack and use the rest of HoB to farm.

Build 3 - Lethal Tempo
A lot better in Late Game in my opinion, for when you're building Tank AD, Crit or On-Hit Thresh (especially On-Hit). Really fun imo, but not as good as it was the previous season.

Build 4 - Electrocute
The standard I believe for AP Thresh, you can easily proc it with a R -> Q -> E -> AA combo and you'll do crazy damage with it, nothing too special otherwise. You win in late and you need to maximize Souls - pretend you're Veigar.

A few scattered opinions and tips I can get out the top of my head at the moment

Stack Souls
Souls are really worth it - Check this Video to learn why (ly Cryo) Play Video You can use your W to pick souls up.

I'm inting, how do I play
Use your W to make ganks faster (if your jungler doesn't hate you already).

PLAY UNDER TURRET
Thresh is amazing for pulling enemies under turret and securing kills, just like Alistar Top or others. Leverage this advantage.

Morale is down
Adopt the "We win in late mentality". You will. Thresh is an infinite scaler after all, isn't he?

Useful Combos
E towards you -> Q - Guaranteed Hook
R -> Q -> E towards you - Guaranteed Ult Wall Hit if you hit Q (Q-less variation at shorter range)
E away from you -> Easy Peel

Titanic Hydra AA Reset
Titanic Hydra is amazing when you're playing Thresh because the active grants an AA Reset, which can be used to stack items like Kraken Slayer, Terminus or your runes (Lethal Tempo/PTA). Use it as often as you can - CD is low, only 10s.

Have some MR!
Thresh's souls give 1 armor per soul, which will end up in you being pretty tanky against AD Champions, but Thresh's MR is basically non-existent, I love getting Wit's End/Abyssal Mask/Kaenic Rookern/Terminus when they have 2 or more AP champs (especially if it's Toplaner/Jungler/Mid).

When playing an even or safe matchup, take Cull!
Cull is really gold effective as an item and will help you gapclose an even matchup, I end up taking it a lot into tanks where our trades usually don't hurt any of the 2 players that hard. You can buy it later too but it's a good starter item contender too (and more effective than DBlade in these matchups.

I dominated the matchup/will dominate the matchup, what to take
If you can win by early cheese, take Doran's Blade.
If you win in late, take Cull.

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Don't.

Although, if you really want to, take the tanky pseudo-bruiser build, with Lethal Tempo, and read Cryo's guide - it's a lot more in-depth.
Guide here (I love you Cryo)