Another good characteristic for keying them out is eye color: gizzard shad have yellow around their pupil, threadfin have white.
This goes back to the terminal vs. subterminal mouth but, try running your finger down their face/back from their dorsal fin forward. If your finger catches on and opens its mouth, its a threadfin shad, if your finger just slides off their nose, its a gizzard shad.

Every person should have an interest in life - I think I'll go fishing. ~ Thoreau