A sub-genre is a subcategory within a particular genre. Thriller is the genre we are looking at and there are many sub-genres to go with it.
Here are some examples:
Sci-fi Thriller - I Am Legend
Psychological Thriller - Memento
Crime Thriller - Reservoir Dogs
Supernatural Thriller - What Lies Beneath
Action Thriller - Deja Vu
Supernatural and psychological thrillers inspire me the most at the moment because you have to watch the films closely to really understand what is happening. Films that are based on other genres are easier to understand so its not necessary to follow every minute of the film.