I'm aware that Dreams of the Red Wizards, Spellbound, and The Unapproachable East all cover Thay and the Red Wizards to some degree — but which covers them in the most depth? And are there other, better, supplements that explore Thay that I am not aware of?
Unapproachable East is the newest. Probably easier to find.
I thought Dreams was pretty bad. If you like Thayans to act like the Keystone Cops, it's your go-to resource.