Thought leadership is my favorite marketing activity. However, thought leadership is not the result of random "thoughts" but of informed commentary. Yet I fear that many execs and marketers advocate "deep thoughts" in isolation.
To be a thought leader, you should analyze data and reveal how the data can be used to help make decisions. Informed opinion based on and supported by research. That's thought leadership!
My daughter has started a company focused on home schooling. She's interviewing a new person each week and getting incredible insights but she's also reading published research--like the just-published US census data --and adapting the information to help her customers. "You are not alone; 3 million children in the USA are being home schooled."
My friend Alan is gathering loads of information about why vendors really win and lose deals. He's so busy doing win/loss analysis for buyers that he hasn't yet had time to write articles or ebooks. Yet. But he will. Wouldn't you love to know how often price is truly an issue? And how often the customer cares about the "sales relationship?" So far it appears that sales people rarely know the real reasons people do and do not buy.
How can you exhibit your thought leadership? Blogs and ebooks are obvious choices but you don't have to start there. Build a list of your favorite blogs (using something like Google Reader) and add commentary on posts that speak to you. Start reading and participating in discussion forums such as those on LinkedIn and Quora. Monitor Twitter and retweet the items you find interesting.
If you want to start a blog, check out Posterous. It's easy to setup and use, so you can focus on what you want to say instead of how to format it. Many ebooks are really a collection of strong blog posts so you'll want to tag your posts by category. My series of four or five blog posts on pricing might make a good article or ebook.
The key is this. Thought leadership requires informed opinion supported by research. It's also a community activity. Find a community, participate in it, add your thoughts. Agree (or disagree) and explain why. As you find your voice, more formal methods such as blogs and ebooks will become obvious.