Thundurus isn't broken. He's just good.
Defensively he is as about as frail as Azelf (Azelf's 75/70/70 vs Thundurus's 79/70/80). Azelf has a wider special movepool, access to Nasty Plot, and he's actually faster than Thundurus. All throughout gen 4, Azelf was a dangerous sweeper who needed to be prepared for. It was arguably easier to KO (or revenge KO) him thanks to a weakness to Pursuit and Blissey could give him the middle finger due to the absence of Focus Blast, but that didn't mean Azelf wasn't capable of ripping entire teams to shreds.
Thundurus is gen 5's Azelf, except with a weakness to Stealth Rock and access to Focus Blast instead of Fire Blast.
He gets checked by anyone with a Scarf (Nidoking gets special mention for avoiding T-wave trolling and slaughtering Thundurus with Ice Beam), and anyone who can beat his good-but-not-unbeatable 111 Speed. If we ever get Volt Absorb Raikou, that'll get added to the list of checks.
If Thundurus switches into SR and sandstorm that's 31% off his life just from coming in. If he has LO on, he'll be at nearly half after a single attack, less if he does NP first. Then he becomes a lot easier to pick off with priority. CB Scizor's Bullet Punch does 37.1% - 44%. Adamant Lucario's ExtremeSpeed: 39.2% - 46.4%. CB Azumarill's Aqua Jet does 55% - 64.9% outside of the rain. In the rain you do 81.8% - 96.9%, a guaranteed KO after SR. Likewise, CB Mamoswine's Ice Shard massacres him (in any weather I might add), doing 90.7% - 107.2%. (Note: percentages may vary a little due to the absence of gen 5 pokemon in Smogon's calculator; each of these are attacking min/min Azelf)
Finally, consider Salamence. While it is true that he was voted uber towards the end of gen 4, he remained OU for many years before that. When you compare the two, Salamence has better typing, better defensive stats, an arguably better ability which augments those defenses, and a bigger movepool.
It's not such a stretch to say that your team should have priority or consider a scarfer. I added Scarf Terrakion to my team after finding I had trouble beating anything that could outspeed Mienshao, and I've done better as a result.
In closing, just because Thundurus might beat your team doesn't mean he's uber. It means your team is weak to Thundurus. Think of ways you can make as few changes as possible while still preserving the spirit of your team. If you're having a really hard time doing it, maybe it's time to just suck it up and build something else.