Like Divot, I too use cherry wood for poultry, although I have tried hickory as well. I think the cherry gives a sweeter taste on chicken. I like the idea of going at 250F as well. If the thighs have skin, then you may find the skin a bit rubbery as it may not fully crisp up at 250. If you want to keep the skin, then you could remove at about 160F and throw them on the gas grill for a high temp finish (or a broiler, but I have not tried this). When I do thighs it is mostly for pulled chicken, so I remove from the #2 at 165F and discard the skin.
I would recommend going with the small loaf pan of juice again, and place it against the wood box. You might want to fill with more liquid this time to see if it retains. Should take 2-3 hours to complete the smoke...let us know how you make out.