The only thing I've noticed so far ( a co worker has the Thundebolt) is that the Fascinate screen still reigns supreme. Much more vibrant and sharp, so if you like multimedia use a lot (videos, movies, pics, wallpapers, etc.) that may be a factor.
Another factor is that the Fascinates TouchWhiz UI may not allow it to be upgraded beyond Froyo, whereas the Thunderbolt should be upgradeable beyond.