Faenza is a popular theme. I prefer Shining Reprise myself as it shows up well in light or dark themes. You can find many icon themes at www.xfce-look.org
Sort by highest rated and that will give you a good list.
Once you get some icon themes, unpack them and paste them into your home/.icons folder. The .icons folder will be hidden, so hit Ctrl+h in thunar while in your home folder to see hidden files/folders. If no .icons folder exists, create it and paste your icon themes in there unpacked. Once you do that, you can select the new themes from the Xfce settings manager under Appearance.