Sorry to say it is IMPOSSIBLE to lose weight off a specific area of your body (i know I have tried, i have evil love handles) through dieting and exercsing, only cosmetic surgery will do it. the myth about doing area specific exercises is wide spread and if you do lost of exercises for your thighs they will build up the muscle in them and could perhaps look bigger.
my advice, eat healthy (that doesnt mean cutting out all treats, just limiting them) and exercise regularly. i know it sounds boring but it works.
also we often have a different perspective of our bodies than how people see us.perhaps you could ask an honest friend or family member their opinion on your thighs.you never know, you may end up feeling better about them.