I'm not a huge fan of thyme for most applications, so often use marjoram where thyme is called for.

Depends on the use, but oregano or marjoram are probably the closest.

Another blend with thyme is Italian Seasoning -- but maybe you don't like the taste of thyme?

I used basil in a pinch once and it turned out beautifully.

Or maybe savory? Or an herbes de Provence mix. But I don't get it--you're at Whole Foods, and they don't have thyme?

Really depends on what you are using it in. But most likely, rosemary or oregano.