How to share internet connection via thunderbolt? I have a recent iMac and will buy a new MacBook Air.
And I'm finding fastest way to connect internet to the Air. Wi-Fi is still too slow and USB-Ethernet converter offers only 100-Mbit speed. But both of them have Thunderbolt port, so I expected internet sharing via the port. It could be fantastic.

But I couldn't fine any way to do that. In configuration panel, it shows only old options like Firewire. Is sharing internet connection via Thunderbolt possible? If it is, how can I do this?
I don't think you can do this. Thunderbolt doesn't really have a "native" protocol like Firewire or Ethernet, it's just fancy PCIe transport. It might be possible in the future, but it would require Apple to add the functionality.

However it's worth noting that it's unlikely Thunderbolt would speed up your connection at all. Unless you have a seriously heavy duty internet connection (think corporate/university fiber), the limiting factor in your internet speeds won't be the connection between local machines, it's the cable/dsl your ISP provides. It's possible wifi could be limiting if you have a bad connection with a lot of interference, but most wifi should be able to keep up with your internet connection.