Thargoids are an elusive bunch but there are certain tricks and hotspots that can help you find what you are looking for. The most consistent means is to find Thargoids in Non-Human Signal Sources (NHSS) in either the Pleiades Region, Coalsack Nebula or the Witch Head Nebula. However, you can also find Thargoids at a few static locations across human space.
¶ Current Active Regions
Pleiades Nebula (~175ly around Merope)
Witch Head Nebula (~75ly around Witch Head Sector IR-W C1-9)
Coalsack Nebula (~60ly around Musca Dark Region PJ-P B6-1)
California Nebula (~100ly around HIP 18390)
Source: NHSS Survey Spreadsheet
Thargoids can be found in various locations, such as:
Note: This map is from before the Coalsack CG and Salvation CG which caused Coalsack NHSS to appear and the Pleiades region to expand, respectively.