They should shop Thompson. He is a decent young player, however, his value is probably as high as it will ever be, and he doesn't really figure into their future plans (nor should he).
The question of course is who they can get for him. I think they would need to get something like a rotation player, and first round pick, or use him as part of a larger deal to bring in an impact player.
I really like how Sacramento has been going about rebuilding so far, and I hope they can make the right move with Thompson.
As for the Celtics trading for him...well, I don't think there is a match there. Bradley is not a good fit, since he isn't really a PG and would duplicate Evans too much, and no one else has that much value, unless the C's were willing to send out Perk or Davis (which they are not, for Thompson).