We use thin volumes and luns, and thick VMDKs, in general. In general (whether NetApp or another storage vendor), most will recommend using thin provisioning on either the backend, or in vSphere, but not both. Whichever place you decide to use it, make sure you are monitoring the environment and staying on top of things.
NetApp will also recommend creating separate volumes/luns to split off OS/System (C drive), data files, and page file onto separate VMDKs for windows, and using dedupe for maximum space savings (particularly on the system drives).