never spray anything on thermal lenses except water. it will damage them. it can get in the seams and start to corrode(sp?) it. causing the lense to become fragile and loose, making it susceptible to cracks and breaking. you dont want a piece of your lense breaking off and hittin you in the eye when you get gogged.
This is why it is very important for all people renting goggles to inspect them thoroughly for cracks and other damage. the tinyiest crack can become a big problem later.
definately get the thermals, they work very well. and anti fog spray never works for more than 5minutes anyways.
heres the lense page from xpaintball, remember to get a lense that will fit your mask(if its a jt mask, click the jt lense page, etc)
http://xpaintball.com/lenses.html