If you like to mix politics and military stuff with a good nail biter, then go with Tom Clancy. 

Alternatively, if you like a book where you figure it all out long before the central character does and spend most of the time waiting for them to catch up, try Dan Brown.

Not sure what you mean by "thriiler" - could be a lot of things.
 
If we are talking about ex-Mossad agent coming out of retirement from time to time (his day job is restoring oil painting masterpieces) to fight some truly evil antagonists, the Daniel Silva's character Gabriel Allon is as good as it gets.  I mostly read Fantasy and SF, but this series has got me totally engaged.  The first book in the series is The Kill Artist.  Highly recommended.

ampfixer
If you like to mix politics and military stuff with a good nail biter, then go with Tom Clancy. 

Yes I like the mix, but I read Tom Clancy a couple of years ago and I thought his style is a little bit detached. I like to experience the story through a main character.

paulo
If you can get your head round the idea of a comedy thriller, check out Colin Bateman.

Thanks, I'll check it out, I know of a scandinavian writer named Jussi Adler-Olsen who writes hilarious thrillers.

Zonno
Doesn't Steven King write horror stories?
 
I don't like stories where one by one everybody is slaughtered by a madman with an axe.
 

That's a rather shallow view.  Horror?  Yes.  Slash?  No.
 
Try out Duma Key or The Mercedes Man.  People die, but the stories are much deeper.
I also recommend Insomnia and The Talisman.