I just started playing thresh last night and am looking for some tips and advice on how to play him beyond simply hitting his skillshots. I always support and start with wards a mana charm pots etc. and generally build a philo, sightstone, boots of CD and an aegis then go for CDR related tanky items.
"At least your girlfriend treats all of her subscribers equally instead of giving them special mounts for bringing their friends." - bob the fish.
Start with a regen bead instead of faerie charm. Thresh doesn't need much mana regen. Pick your battles very carefully and only use that Q when you're sure you can win the fight.
One big thing that made my Thresh play a lot better was when I realized that reactivating Q at the last possible moment draws them closer to you and increases the duration of their immobility.
People will love you if you do this: throw your lantern to whoever is with you while your Q is keeping your opponent locked in place. When you reactivate Q, your teammate should take the lantern to get up next to you so they can be right up in your enemy's face. If you're playing at lower levels/normals, it's not a bad idea to explain to your team how the lantern works. When I first started playing thresh, it amazed me how many people didn't realize what the lantern does.
Items really don't matter much on Thresh. I usually wait to first back until I have enough gold for a philo stone, boots, and wards. But this depends entirely on aggression from the enemy jungler. You may need more or less wards depending on the style of player in the enemy jungle. It may be 15 minutes before you have boots - you may get them really quickly. Items just really depend on the flow of the game. Above all, wards.
My end build is usually philo stone, RSS, Ionian Boots, and a bunch of wards. If my team is stomping, I'll maybe build Shurelya's. If there's an obvious AP threat, it's a good idea to build Aegis earlier than later.
EDIT: Another note on Q - you can use it purely to hold the enemy in place while your teammate puts some damage down. One of the greatest things about Thresh is that you don't have to commit even if you land the Q.
Marks give you the biggest room for creativity. If you want really powerful harass in lane, you can go MPen marks to make the passive on E even stronger, which is what I do. Marks are really up to you and your playstyle. I go standard armor seals, MR glyphs and GP10 quints.