The closest Moore gets to a thesis is actually the question in the full title of the movie:
Bowling for Columbine: Are We a Nation of Gun Nuts or Are We Just Nuts?
I was actually surprised when he snapped that rifle to his shoulder at the bank. I thought, man, he looks like he actually knows how to shoot a rifle. Then he went on to say that he was on a rifle shooting team in High School.
For me, the best evidence of how big a jerk he is was how he tried to villify Heston, both in the interview at Heston's home, and the way he edited Heston's speeches.