As to differentiating between thriller and mystery, probably the key thing is that in most mysteries, the identity of the bad guy is almost always withheld until the last few pages, and much of the action centers on the detective (and the reader) piecing together the clues to determine who he/she is. As Linda points out, much of the "action" is analytical, and often there is only one measly dead person in the entire book.
In thrillers, on the other hand, the identity of the villain may be known from the very outset, and the action often consists of the villain knocking off more people while the good guys try to track him down (often referred to as a "cat and mouse"). This is not always the case -- sometimes the identity of the villain will not be known until the end even in a thriller -- but in this case, the plot is more dependent on action than on protracted analysis (except in the case of forensic thrillers such as those of Jeffrey Deaver, where both action and analysis are essential).
If there's any commercial twist to your thinking, generally, you probably have a bigger chance hitting "blockbuster" status writing a thriller rather than a mystery. Individual mysteries tend to have smaller, though often very dedicated audiences.
