I've heard it both ways. Probably more "thing" than "think," 'cause in my early years everybody said "thing."
But grammatically, I think that both are correct.
"If he thinks ______, he's got another thing coming."
In this sentence, "thing" is the direct noun of the verb "has got." It implies that the person thinking whatever he's thinking will have some
thing else happen to him than what he thinks.
"If he thinks _____, he's got another think coming."
In that sentence, "think" is a
gerund (a verb used as a noun--or is a gerund a noun used as a verb? I always get that confused. Either way, "think" is a verb used as a noun here.), and it's ALSO used as the direct noun of the verb "has got." This change implies that the person doing the thinking had better re-
think his thought, or some
thing altogether unpleasant (for him) will happen to him.
Basically, they're two different words, but they have the SAME GRAMMATICAL EFFECT on the sentence--despite the slight difference in connotation.
