This page is not meant to be a guide to the labyrinthine complexities of writing a thesis -- you'll have to go elsewhere for that -- this is just to disabuse you of the notion that it's comparable to taking the Comps.
First, to write a thesis, you need a faculty advisor. There are many factors a professor will consider before starting work with a student on a thesis, but one of the most important is that the student should have an exceptionally strong grasp of graduate material. Such a student would pass the Comps with ease. So you should only be thinking about a thesis after you know the Comp material very, very well.
Second, while the comps are a great deal of work, you can do it in about one semester after finishing the appropriate courses. A thesis involves much, much more work extending over several semesters. It is definitely not the easy way out of studying for the Comps.