Well, since "he has another <something> coming", and think, as a verb, is no such thing, I'd say thing is more like some thing...
Got it?

Thing, I think.
Edit: Well, those links are convincing. Still, I can't picture the word "think" as a noun. I see the expression "another think coming" more as a joke - which would be fitting in the scene D8a used it.
Synthesis:
Use 'thing' if you think it's right.
Use 'think' if it's the right thing for you.