Now ... getting back to the topic at hand. The term "thriller" is a rather broad-reaching term that encompasses a vast array of genres.
As you can see by the picture of Slade's book Bed of Nails, even though his earliest works (ending with Bed of Nails) usually appear on the shelves of the Horror section in bookstores, his books are actually classified as Psycho-Thrillers. Many of Stephen King's novels would fit into this category as well.
You've got Medical Thrillers (Patricia Cornwell, Tess Gerritsen, Robin Cook, Peter James, Richard Preston), Legal Thrillers (John Grisham, Richard North Patterson, John Lescroat), Techno-Thrillers (Tom Clancy is probably the master of this genre), Eco Thrillers (most recent example I've read is Frank Schatzing's The Swarm), Speculative Thrillers (Stel Pavlou's Decipher being a good example), Action/Adventure Thrillers (Preston and Child, James Rollins, James Patterson, Clive Cussler, Steve Berry, A.J. Hartley), Spy Thrillers (Ludlum, Le Carre, Deighton, Fleming's Bond books, Ken Follett, Sean Flannery/David Hagberg, etc., etc., etc.), Police Prodedural Thrillers (Ed McBain, Stephen Booth, Rennie Airth, etc.), Historic Thrillers (Follett's Pillars of the Earth, Umberto Eco, Marilyn Durham's Flambard's Confession, and a lot of what's also classified as Historical Fiction) - the list goes on.
And I'd even classify a lot of Horror novels as being Horror Thrillers, Science Fiction as Sci-Fi Thrillers, and Fantasy as Fantasy Thrillers. 'Cause, and let's face it, if a book doesn't thrill you, why read it at all?
In actual fact, this thread brings home the notion that we could probably do with a sub-forum for Thrillers, alongside the ones for Historical Fiction, and Horror.