I really like the idea of "Thesis puzzles" because it teaches about ideas and structure. Students will be able to articulate how a paper is put together and why certain ideas are more effective at the beginning, middle, or end of a piece.
Although not the most exciting explanation of thesis statement development, the instructions here are VERY good. If you are uncertain about how to explain the components of a thesis, this video is for you. It even explains the sentence structure of a thesis and the best ways to defend a thesis. This video could serve as a homework assignment for students to watch prior to writing their first essay assignment.
This is a fun way to teach about a thesis statement using music. Students will appreciate this method because music is relevant in their lives. Furthermore, there are a number of supplemental assignments that you can give based on this idea. You could ask students to bring in their favorite songs or use lyrics as a springboard for brainstorming about themes in a text.
From setting the stage to assessment and reflection, this site is a comprehensive lesson plan for teaching about thesis statements. There are also handouts/worksheets and accommodations for differentiated instruction!
Thesis statements are difficult to write so the more fun you can make your instruction, the better. Thesis statement throwdown is an excellent motivational tool. I have used the same method (without the great idea of including music) and students appreciated watching me interact with their thesis statements.