With the shield I'm pretty sure you don't take damage so thorns is useless. It does deal damage however, I'm pretty sure it has 20 melee damage.
Anyway, to stay on topic, mine would have to be the shrimpy truffle as ever since I've gotten it I have loved it. If you want to move fast use the RoD and get under half health to move quickly. If you want high speed for a boss just set up water in bubbles. It takes more work than the UFO, sure, but it's speed is not matchable.