Hi Dominican1, we share the same problem, except that not only do I have fat in my thighs, I have them in my butt and hips as well. When I was younger my waistline was so small, about 23"-24", but my butt and hips were blooming all over the place, it was very difficult to find jeans that fit. And when I did, I had to get the waistline altered somehow to make them fit better. After I had my baby, who's now 4, my body seemed better balanced but only because my I gained an inch in my waistline and, after the labor and that first horribly tough year of dealing with colic and chronic ear infections, my butt started to sag.
I've used Cathe's workouts for almost two years now and the best fat burning method that works for me is to do a bit more cardio -- not really a whole lot, just 4-5 sessions instead of 3-4 a week. And, like one poster already said, to do this cardio first thing in the morning. I usually do this after the holidays for about three weeks straight, which means there are a lot of days in January where I work out twice a day. But this intensity isn't something I continue to do after January. I don't want to lose muscle. By February to April, I alternate a week of pure strength training with a week of endurance training, and do only 2-3 cardio sessions a week. I use light to moderate weights for my lower body for toning instead of bulk. Kickboxing also helps a lot.
I keep my diet clean (a challenge when you're a mom) by using the Zone way of eating. I see very fast results when I eat only greens as my carbohydrate source. This is very hard for me to do though, but during the times when I can pull this off, the results are great.
The way you store and lose body fat is genetic, and since this lower body bulk I have has been inherited from so many women in my mother's family, I don't expect my legs to lose every ounce of fat on it. There will always be a layer of fat in many areas. This doesn't mean there is no room for improvement. It took me about about six months to see a difference in my legs and another six months to actually see a nice, good shape in my quads and hamstrings. My butt, inner and outer thigh continue to need work, but with my upper body having "grown" from heavy weights, my body is at its most balanced.
Hope this helps.
Pinky