Thoughtful has more emphasis on the thought, to be considerate involves more action. If you are a considerate person you ensure your actions have a positive effect on people. I could give a thoughtful answer to a question, without being considerate of someones feelings. "She gave her lunch to someone else, she is so considerate"

"Considerate" means thinking about other people, their desires, and their feelings, and acting accordingly. "Thoughtful" could mean exactly the same thing as "considerate," or it could mean just thinking -- about anything. A thoughtful answer is one that has been carefully thought about before it is given, not a quick, "off the top of your head" answer. To say something thoughtfully means to say it a bit slowly, thinking about it while you say it. A thoughtful gift is one that has been carefully chosen to best please or benefit the recipient.