Both are desktop environments, but LXDE is lighter weight, meaning it
consumes fewer resources and it has less functionality built in. It is a
trade-off. You will find XFCE midway between LXDE and GNOME 2.x, perhaps
closer to GNOME. I agree that Thunar is not the best file manager. PCMan is
good, but you get what you pay for (in resources) IMO. Dolphin is the best
Linux file manager.