Perhaps choice and consequences would make a good thesis. Moss makes the choice to take the money, the choice to keep it, the choice not to surrender even if it means his wife could die. These are moral choices we all make, and we all must suffer the consequences of these choices. Chigurh gives people a choice: heads or tales. These choices revolve more around fate or luck. These choices, unfortunately, also can have consequences. But even Chigurh has choices: to let live or kill. I think McCormack deals quite a bit with the choices we make and the repercussions we face as a result. He is very much about moral responsibility, making the right choices in an world where past responses are no guide and evil is overwhelming. Do we succumb to those evil forces, become a part of them, or do we do our best to maintain our own sense of integrity even if we lose everything? This type of moral navigation is at the heart of most of his novels, and No Country for Old Men is no exception.
You could discuss the theme of war in the novel. The Vietnam War, the war on drugs, and the war between society and crime form a dark backdrop against which the events of the novel unfold. War brings out the worst elements of human character; it also offers the opportunity for great heroism.
You could discuss the theme of fate, and how fate never fails to follow a person despite all of his efforts to escape it. There is the repeated notion of the "tracks" or trail a character leaves, such as how they find Moss using the tracking device in the satchel, or his car inspection number. How he initially finds the dead man with the money following the trail of blood in the desert sand. How Wells mentions it was so easy to track Moss down in the hospital. How Chigurh is an excellent "tracker," or hunter. And they are all trying to track down Chigurh, who remains a phantom. Moss talks to the hitchhiker about how nothing appears out of a vacuum, everything leaves some sort of trail. This is an obvious theme that is developed throughout the book, and plays a parallel role to the idea of a fixed destiny, or fate.