The problem with the thigh area is that with all the conditioning in the world there are a few choice nerve ending sites that you cannot effectively protect against a decent direct hit if someone pulls it off. These are the spots I try to target and having been kicked here I have felt the effect. I have done some body conditioning and have a lot of muscle due to weights but have felt some real pain a couple of times due to being hit in the right spot on the thigh. Maybe top and experienced muay thai fighters are impervious to upper thigh attacks also, but having deadened/nerveless shins is one thing (bad enough though it must be in later life), getting to the stage when you're killing off these crucial nerve endings in your thighs (if it can be done) sounds bloody crazy to me however!!
All the talk re shin conditioning is true in my own experience of working up from the heavy bag on to kicking trees of varying density and hardness. I never rolled coke bottles full of sand etc on my shins, never had to. That said, I have only had a few MT fights for experience and the closest fight competitions that I have had to a style that inflicts repetative, in close, leg attacks is kyokoshin so I have not focused on this so much I guess as a muay thai fighter. I do believe in conditioning the shins to a degree though, just to save your leg from caving in under you when you get that hit, or when you dish one out and are met with a decent block/check.
