I agree with the other posters; watching your diet is key. In addition, watch your caloric intake. Even though you may eat clean, if there is a caloric surplus, the weight won't come off.
As far as exercise, running/walking will help reduce the size of your thighs. Since the end of December I went from 24 1/8" around my thighs to 22 1/4" by running/walking/endurance-type workouts. I also incorporated Cathe's DVD's like HSC (favorite!), Drill Max (another favorite!) BootCamp/Muscle Endurance, LIC, BM2 into the routine. The plymotric-type movements in these workouts I think helped shaped my legs. Now, let me preface it by saying that no one has ever complimented me on my legs. Ever. It's where I carry my weight. But now after doing some of the things I didn't want to do (running and plyometrics) I can see that they are better than they've ever looked. Not that they're great, but they are better and can now wear shorts without being so self-conscious and worried.
In general, watch your calories, workout 4-6x/week for 45-60 minutes with an emphasis on muscle-endurance/cardio and you should see some results!
HTH,