Goodness. People see Bonescythe on a 60 and they suddenly lose logical thinking. He got his gear off the BMAH. He's not a vanilla rogue, he legitimately is asking for advice.
Thunderfury proccs a lot, especially in the main-hand. As your main combo point generators involve hitting with the main hand weapon, I would say putting it in the main hand works fine. A friend of mine tested the numbers himself on his fury warrior and found that Thunderfury ended up doing more damage main-hand, than off-hand. As this is true for a fury warrior, I would assume it would be true as well for a rogue.
I wouldn't completely discount him. At least one character he has got old-school Master Sergeant.
Depending on when your friend did these tests, Fury Warriors had a few flat damage abilities that didn't scale with weapon damage, and they used them more frequently than we use Evis.
If your friend tested it now in MoP, then I suppose there is a possibility TF in the MH is better, but the damage difference is big enough that I would doubt it unless TF procs every other hit, which I also doubt.
I used procwatch to monitor TF proc rate - 30000 hits monitoring unenchanted Thunderfury yielded a proc rate of exactly once every 7 swings, with TF mainhand and iblis offhand, which translates to right around 14% proc rate. -Addikted, Blackrock horde
Potentially outdated? Yeah, but it's what I found. If it's still correct. your fist weapon MH is better.