Thank you for such a nice explanation. Thank you for so nice an explanation. The first one would be used far more often, though both are correct and mean the same thing. Note: In the negative sence, you would always use 'so'. "I didn't think it would be so big." "It wasn't so late that it caused us any problems."

Thank you very much, Peachey! :)

Quick rule: ''such'' if a noun eventually follows, and ''so'' if only an adjective follows. ''Thank you for such a nice explanation.'' ''Thank you for the explanation. It was so nice.''