Bought my first glass rod or finesse cranks which is a new SLX 6'10 ML 3/16 - 3/8. I was expecting a thin noodle rod but it's thicker than my heavy power rods. It seems weird to have such a thick rod for tiny baits. If I were to spend more money on a glass rod do they get thinner or should I look at moderate action graphite rods? 

Glass rods are all thick, doesn't matter how much you pay. Go fish with it and see if you like the action. Glass tends to be a love or hate thing for most people. If you don't like it go to graphite or composite and you can get a thinner blank.