Remember, if you do resistance training your thighs might not get any smaller, though they will get stronger and more toned. You could just have large thighs -- people come in all shapes and sizes -- but if it's in fact excess weight, then you have to look at what you're eating. I'd personally think that cardio would be best for losing weight, whereas weight training is best for turning fat into muscle, but proper nutrition is necessary for it to work optimally. A combination of the two is generally the best. As for specifics, there are so many different exercises in the naked city that target the same areas, but something that targets that area both in resistance and cardio is bicycling -- but again, you won't end up with small thighs, you'll end up with muscular ones. I've never been more muscular in my thighs than when I rode a bicycle as my only form of transportation.