A lot of stuff I kill seems too high level to thrall.

However, Reaver outlaws are delightful (or any of the reaver bandits I guess.)

They are nice because they retain their previous speech, especially nice on the female. It
cracks me up when she starts singing a song, or goes on about drinking and such.

It would be ironic if you made a thrall out of a temple priest (considering how necromancy is illegal in Morrowind).

Oh the irony.