The Collaborative International Dictionary of English v.0.48:

Thrill \Thrill\, v. t. [imp. & p. p. Thrilled; p. pr. & vb. n.
   Thrilling.] [OE. thrillen, [thorn]irlen, [thorn]urlen, to
   pierce; all probably fr. AS. [thorn]yrlian, [thorn]yrelian,
   Fr. [thorn]yrel pierced; as a noun, a hole, fr. [thorn]urh
   through; probably akin to D. drillen to drill, to bore.
   [root]53. See Through, and cf. Drill to bore, Nostril,
   Trill to trickle.]
   1. To perforate by a pointed instrument; to bore; to
      transfix; to drill. [Obs.]
      [1913 Webster]

            He pierced through his chafed chest
            With thrilling point of deadly iron brand.
                                                  --Spenser.
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   2. Hence, to affect, as if by something that pierces or
      pricks; to cause to have a shivering, throbbing, tingling,
      or exquisite sensation; to pierce; to penetrate.
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            To bathe in flery floods, or to reside
            In thrilling region of thick-ribbed ice. --Shak.
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            Vivid and picturesque turns of expression which
            thrill the ?eader with sudden delight. --M. Arnold.
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            The cruel word her tender heart so thrilled,
            That sudden cold did run through every vein.
                                                  --Spenser.
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   3. To hurl; to throw; to cast. [Obs.]
      [1913 Webster]

            I'll thrill my javelin.               --Heywood.
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WordNet (r) 3.0 (2006):

thrilled
    adj 1: feeling intense pleasurable excitement

Moby Thesaurus II by Grady Ward, 1.0:

57 Moby Thesaurus words for "thrilled":
   agog, aquiver, aroused, atingle, atwitter, bursting, carried away,
   charmed, comfortable, content, contented, cozy, delighted, easy,
   ebullient, effervescent, eupeptic, euphoric, excited, exhilarated,
   favorably impressed with, fired, glad, gladsome, gratified, high,
   hopped up, impassioned, in clover, inflamed, intrigued, keyed up,
   lathered up, manic, moved, pleased, pleased as Punch, pleased with,
   ready to burst, roused, satisfied, sold on, steamed up, stimulated,
   stirred, stirred up, taken with, tickled, tickled pink,
   tickled to death, tingling, tingly, turned-on, whipped up,
   worked up, wrought up, yeasty