As far as how much the skin changes the character from base, rumble is the clear winner.
In terms of how cool looking the skin is, that's a toss up. Rumble looks shiny and new, but thresh has a pretty cool cosmic look going on.
For outside references, rumble again wins, but thresh wasn't designed to homage anything (maybe galactus?)
For annoying VO on ability cast, rumble wins (not really a good thing)
In conclusion, Rumble has a significantly changed model, pays homage to a fairly popular genre, is clearly the best rumble skin by a mile, but annoys both you and your lane opponent with overly enthusiastic phrases.
Thresh doesn't have as much of a model change, but has deeper, more complex textures and looks really good. He now laughs when he hooks someone, but as I don't own the skin I can't speak to his specific VO sound.
I'm going to say that rumble's skin, in comparison to his other skins and base, is more legendary than thresh's when compared to his base and other skins.