Take the thermo out completly, this will make sure the thermo isn't bad. If that doesn't work, try water pump. Also possible the radiator cap is leaking, if the seal is bad on the cap the radiator will over heat. (This is comming from a friend of mine, Im not sure).
Be sure the fan is comming on, open the engine bay and rev the motor steady to 2Krpm for 30 seconds, the fan should come on. If it doesn't there's a problem with the fan.