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.
      [1913 Webster]

   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.
      [1913 Webster]

            To bathe in flery floods, or to reside
            In thrilling region of thick-ribbed ice. --Shak.
      [1913 Webster]

            Vivid and picturesque turns of expression which
            thrill the ?eader with sudden delight. --M. Arnold.
      [1913 Webster]

            The cruel word her tender heart so thrilled,
            That sudden cold did run through every vein.
                                                  --Spenser.
      [1913 Webster]

   3. To hurl; to throw; to cast. [Obs.]
      [1913 Webster]

            I'll thrill my javelin.               --Heywood.
      [1913 Webster]

The Collaborative International Dictionary of English v.0.48:

Thrilling \Thrill"ing\, a.
   Causing a thrill; causing tremulous excitement; deeply
   moving; as, a thrilling romance. -- Thrill"ing*ly, adv. --
   Thrill"ing*ness, n.
   [1913 Webster]

WordNet (r) 3.0 (2006):

thrilling
    adj 1: causing a surge of emotion or excitement; "she gave an
           electrifying performance"; "a thrilling performer to
           watch" [syn: electrifying, thrilling]
    2: causing quivering or shivering as by cold or fear or electric
       shock; "a thrilling wind blew off the frozen lake"

Moby Thesaurus II by Grady Ward, 1.0:

86 Moby Thesaurus words for "thrilling":
   agitating, animating, appealing, arousing, attractive, bewitching,
   breathtaking, captivating, charged, charming, cliff-hanging,
   delightful, disquieting, distracting, disturbing, electric,
   electrifying, enchanting, engaging, enlivening, enravishing,
   enthralling, entrancing, exciting, exhilarating, exquisite,
   fascinating, fetching, galvanic, galvanizing, gripping, heady,
   heart-expanding, heart-robbing, heart-stirring, heart-swelling,
   heart-thrilling, impressive, inflammatory, intoxicating,
   intriguing, inviting, irresistible, jarring, jolting, lovely,
   luxurious, maddening, mind-blowing, moving, overcoming,
   overmastering, overpowering, overwhelming, perturbing, piquant,
   prepossessing, provocative, provoking, ravishing, riveting,
   rousing, sensational, sensuous, soul-stirring, spirit-stirring,
   stimulating, stimulative, stirring, striking, suspenseful,
   suspensive, taking, tantalizing, telling, tempting, thrilly,
   titillating, titillative, troubling, unsettling, upsetting,
   voluptuous, winning, winsome, witching