Try these ways: 1. Put the tip of your tongue between your front teeth and keep biting it (Hey! Not like that! Gently!) Now for th in thanks, try to say "t" while you are still biting your tongue. For th in though, try to say "d". You have to practice in front of a mirror 1.5 million times till you develop the habit and do it without thinking about your tongue. 2. If that's too difficult or if your tongue starts bleeding, try the latest method: :P Put a piece of chewing gum behind your upper front teeth. Keep it there with the tip of your tongue. Hey! I said "KEEP IT THERE!" OK, never mind, don't pick that one up. It's dirty! Use another one. Keep it with your tongue behind your upper front teeth. Ready? OK, without letting go of the chewing gum try to say "t" or "d". What comes out will be "th". Keep that chewing gum in your mouth for a week and you'll get it! (OK, you can get a new piece every few hours).

haha.. well try this: Place the tip of your tongue in between your teeth, as if you are biting the tip. Once it is in position, try pushing some air out through your mouth :P

As Nobunyaga said, you really need to put your tongue BETWEEN the teeth. The listener should be able to see that as you speak. Many students feel a bit strange about doing this and worry that they may sound or look funny, but to native English speakers it is perfectly normal. In fact, when students avoid "th" and use "s/z" or something else as a substitute, then it sounds strange.

Then given your first language, find the balance with "s".

Simple. Try "d" first.