Thunder is a Visual Studio extension, meant to increase developer productivity with Sitefinity with built-in code templates, code sync and deploy tools. It does not give you any additional capabilities to Sitefinity, just an easier and faster way to work with it.
Feather, on the other hand, is a framework for MVC development. It introduces extra capabilities to the Sitefinity development platform, like frontend packages, MVC widgets and a bunch of other good stuff.
In other words, it is not a choice of one vs the other. It is rather whether to use Feather and develop your site with MVC or stick to the traditional Web Forms. If you prefer MVC and don't need e-Commerce, Feather is the way to go. Even if you find anything missing there, you can easily mix them in hybrid mode.
I hope the above helps, please let me know if you have further questions.