Look at your completed or semi-completed thesis and decide what you are really talking about, and where your main point is. Even if you came into the project with an idea of what your thesis title might be, this idea has probably altered slightly. You are looking for your thesis statement -- or the main statement in your paper that contains your actual point. The rest of the paper should serve to explain and prove this statement. Once you locate it, write it on a separate piece of paper to work on your title.
Think of how to explain that thesis statement in a couple of words. For instance, if your thesis statement, and your thesis, is all about the themes found in the works of Tom Wolfe, you might describe it as "Wolfe and His Themes." This can be part of your title.
Add in another element from your writing or research to make the title more interesting. For instance, if you've come to the conclusion that much of Wolfe's themes have to do with something like nature, you might add "Nature Through His Eyes."
Think about any other elements you might want to add. If you write about a specific book, you might want to add that in. If you use a particular quote, or feel that one sums up your thesis, you might add that in as well. Your finished title will probably look something like: "Wolfe's Themes -- A Look Into Nature Itself -- Through His Eyes."