For skinny road tires, I would recommend the thickest tread you can find, something 5 mm or so thick or thicker. Some tires have a liner built in like the Schwalbe Marathons, and also some of the Continental urban tires, I have some City Rides in 32 that are nice and thick (and heavy). I gladly deal with a little extra weight if it means no goathead flats.
Anything that increases the amount of rubber the thorn has to push through before it can puncture the tube and cause a flat is a good thing. Keep an eye out for them and pull them out before they dig in too deeply. Some tires have a tougher rubber compound that doesn't attract thorns like soft rubber does, that helps too, since I find some tires are real goathead magnets (GP 4000 *cough* *cough*)