I got my first quad this year, and it's a five fin convertible so I can ride it as a thruster too. I definitely think the quad has a different feel. For one, the rails are very responsive, and like most people tell you, the board doesn't lose speed through turns. My first few turns the board just went off without me. I'd say one issue I'm having with it is I can't make turns as tight as with the tri-fin setup, and it's a bit tough to make top turns sometimes. A lot of my difficulty could just be I'm so used to tri-fin and just need to get a better feel for how a quad works.
Ok, I went into my local today to talk fins and I ended up walking out with an order for a 5 fin set of Josh Mulcoys. The guy told me they're the best fins he's rode even though they're listed as kite fins in the catalog. I just went on his word. Hopefully that wasn't a mistake.
Quad is the way to go! Once you get the hang of it you'll be hooked
Quads are a little faster and a little stiffer, Not super substantial. I feel that I can pump and turn a thruster with much more ease. And I also find that I can make up any lost speed on the thruster by pumping it and it also allows me to get more release on airs and vertical maneuvers. I do ride both from time to time though.