A thought experiment is a chemical experiment that involves at least 1 milligram of thought as one of the ingredients. As thought is on the black list of narcotics, it is very difficult to come by, and many a chemist who performed thought experiments has been arrested by the thought police, who specialize in crimes involving thought.
Thought reacts very vividly with almost any other chemical, turning it into any other substance, including gold. The reason why it is not used to produce large quantities of gold is the fact that thought itself is much more expensive than gold.
Since thought reacts with just about anything, it cannot be contained in any material. That is why it is preserved in spiritual substances like the mind or any caffienated beverage.
Note: By Senate bill, for the first time in history 'thought' was recently declared illegal to possess or manufacture within the borders of the United States. This immediately resulted in the re-election of George W. Bush and the bill was repealed.
Thought was discovered by the ancient Greeks and was heavily plagiarized during the Rennaissance. No one has had an original thought in eons, so thinking itself is an act of plagiarism.
Before a thought experiment can be made a thought scientist must make a thought hypothesis. A hypothesis is exactly like an experiment except that it is fake. A fake hypothesis is different from a real thought experiment because of fundamental natural laws. Just think about it for awhile. Or don't... because it has been verified by scientists already, anyway.
An experiment always needs a control. A period of non-thinking must precede any thought experiment to ensure that actual thinking takes place. To experience a moment of non-thought bang your head on a crack pipe while reading fifty Koans.
Scientists are people who react without thinking because they have tested things already. Which makes experimenting also a waste of time.
If you need funding for your thought experiment, sell your soul to Maxwell's demon.