3 CMC is a huge deal, especially since it means that she will always appear 1 turn earlier than her contemporaries. Also, if you play blue enough and you feel that urge to keep 2 mana in reserve, I don’t have to tell you about the difference between 5 lands and 6 lands.
Always on power – Every upkeep Scry 1.
Unlike the other 4 Gods, fixing your draw every turn is universally good. Lets compare with the other Gods’ always on abilities:
Purphoros – A creature ETBs, shock something
Whoa, an extra 0.75 card’s worth of value every time you make a creature? This is really awesome, except that some decks (Standard decks no less) have less than 10 creatures.
Erebos – Opponents cannot gain life
Shuts down irritating life gain from Sphinx’s Revelation and Blood Baron, but some decks, particularly the ones profiting from Purphoros would not care about it.
Nylea – All your creatures get trample, except Nylea herself.
Apparently she finds chumps annoying enough to get distracted with them. But anyway, if you are running a deck that (ab)uses Purphoros, trample shouldn’t be a high priority for you.
Heliod – All your creatures get vigilance, except Heliod himself.
What’s with these guys and not buffing themselves? Slightly more useful than trample, but once again, not every deck will care. Also, his other ability is pretty spiffy for both Purphoros abusers and control decks alike. I thought this guy would be more expensive than Nylea, but apparently the market is what it is: mostly moronic during prerelease weekend.
Activated ability – Can’t touch (block) this!
Funnily enough, Thassa is the only God that can guarantee her own damage in combat. Needless to say, this is all sorts of wrong, except that you cannot make your Sword of Fire and Ice carrier unblockable.
That being said, all the activated abilities of the other 4 Gods are almost as good. Nylea’s seem to be the worst one at first glance, except that it works quite well with Selesnya Charm’s exile mode and she makes your bear a 4/4 trampling menace.
More stuff to think about: Thassa’s synergy with other cards that bear her name.
Bident of Thassa
This thing turns every creature you have into an ophidian. Thassa makes them unblockable. Profit.
A 3/3 crab with ophidian card draw. Can also enchant. Thassa makes them unblockable. Yay.
Although, all the Gods with their weapons in play are pretty sick anyway. Trampling deathtouch? Vigilant 3/2 tokens? Creature ETB, kills a blocker, then swings (Not to mention, turns land flood into more creatures)? Lifelinking creatures to offset greed? Pretty sweet to be sure.
As usual, card prices would reflect which card gets used more. But here’s the thing: Thassa fits everywhere, but would be at most a 3 of in any deck. As for me, I’ve already got my copy for my Progenitus EDH. Looking for the foil would be a pain in the butt, to say nothing about the price.