I actually asked this very same thing from my spinning instructor just a couple of weeks ago after a girl who used to do spinning as well told me that she didn't want to do it anymore because she feared she would get big thighs. My instructor told me that in doing spinning you would not get big thighs in such but your thighs would eventually get a very nice shape.
I suppose I have no choice but to believe her since her thighs are very lean and not too big at all
For myself I have noticed that me thighs are starting to look pretty good and muscular. My true problem lies in the "love handles" or what ever the huge lumps of fat on your hips are called But I believe I'll get rid of them before summer though - or at least hope so