well its in a combination of things at different stages of production.
I would be incomplete to suggest thick mixing if you don't have thick tracks to work with in the first place.Preamps play a big role in this. As do the rooms, the instruments and how you supply them.
That's the common problem these days, there are alot of thin mixes comming out due to the adjustment from analog to digital mentalities. In analog, you obtain that saturation and thickness thanks to 2nd and 3rd harmonics and the simple properties of magnetic tape. You can push analog and it sounds beautiful and thick.
If you want to treat digital into the analog realm, it won't quite work the same. You're going to have to take different approaches than you would analog itself.
Crazy, huh? Getting digital to sound analog means doing digital and analog things.
But that all starts with the right instrument setup and preamp. If you're already deep into mixing, some people try saturators for digital material.
Other's try reamping into "thick" gear.
Or what I think is the most conventional way of doing it, warm EQing. Warm helps the thick.
Warm helps haze up things a bit, putting some hot breath to your mix.