Helicopters do this, it's called autorotation. They spin up the rotor while descending and then trade the rotational momentum for a little bit of lift to make a safe landing. It's a tricky maneuver but a part of every heli pilot's training.
I doubt that it's a viable strategy for light aircraft, though. The loss of airspeed from extracting energy out of the wind stream is more dangerous than gliding. Thermals aren't powerful enough to keep a non-glider aircraft in flight as far as I know.
Large aircraft use a small windmill or a ram air turbine to keep hydraulics and electrics up in case of a loss of power, though.
The problem, of course, is that it's just not reliable enough to count on.
And i don't think these kinds of aircrafts have the wing surface etc to be floating around on thermals.
I am not aware of any plane that lands without power outside of an emergency.