I would say do it for the simple reason that come playoff time (Yahoo, not NHL), the Lightning will be way out of reach of a playoff spot and so they may be resting their stars a game here and there. Thornton and Kovalchuk have produced comparable numbers to your two players, and I think their teams' level of play will get better as they will be fighting for position in the standings.
Yes, Kovalchuk lost Hossa to trade, but he was already a scoring machine before Hossa arrived. Thornton is gonna benefit from Cheechoo's recent better play. He's a guy that will always produce assists.
So, I would do the trade if it's still on the table.