Haven't used the thunderfire, but I've read the entry in my 'dex enough to know what it can do.
Thunderfire, I think, works best like most other HS options. In twos. If you can field two of them, on opposite ends of your deployment table, or can field them at forward positions, they seem to possess a great strength of area denial. They're like oversized riot control guns. Granted, they'll also be thinning the horde, but in general they're best against infantry.
The vindicator, I love. I have two. A MkI and MkII as well. I love to pound the living daylights out of enemy fortifications with them. That's what they're there for. Getting pounded repeatedly.
Vindicators are good because they have str10 pieplate, as aforementioned, but it's not so important that they can thin a crowd (I can almost guarantee a squad packed too tightly together can vanish under a direct hit, but the problem is, most of the time, they don't directly hit). What's important is that ordnance gives you two dice to roll for armor pen, and you pick the higher. When you're str10, rolling 2d6 and picking the higher quite often means you rip the land raider in half with two shots. Even if you scatter a few inches, you should still be able to keep the pie plate over the tank (BS: 4= 2" scatter max). The con of all this? Weak side and rear armor, and you have to get close enough to fire. That puts you at risk for rapid counter attacks, so, even if you succeed in obliterating that Land Raider, you'll probably lose your tank the next turn to land speeders with multimeltas.
Finally, the whirlwind. I have used these from time to time. I don't like to, because to me, str5/ap4, or str4/ap5/ignores cover is better left to flamers and heavy bolters, but for the points cost, it's alright. I can sit a whirlwind behind a rock outcropping or in a valley, away from harm, with its rear armor against the table edge, if I like, and pop shots across the board with impunity.
The biggest thing with comparing Whirlwind to Thunderfire, I think is, which one stands to thin the hordes more, and which one can slow them down more? If you find one succeeds at both better, use that one. For me, Vindicator does both in good order, I just have to send two predators to guard it (two auto-las preds flanking, in a spearhead formation, it's not unstoppable, but it's good fun to run that up an enemy flank and then behind their lines).