We have one youtube review (Matt Malone) to go on for the CSL so far, but since he's never owned a Thrustmaster and can only really compare it to the CSWv2, it's hard to tell.
He rates the CSL Elite wheelbase as "smooth, strong, fast, 80% of the CSWv2 performance but not quite able to provide the low level detail", rates the CSL Elite pedals as "not adjustable enough, squishy brake technology, worse than the CSR Elite pedals which they replace, spend $100 more on Clubsport v3 pedals instead".
By the sound of that, it's likely that the CSL Elite set is slightly better than Thrustmaster, but not by much and it's more a matter of taste.
Also the trouble with Fanatec is that you will have trouble sticking to that £590... Once you have the Fanatec cheapo rim, you will start wanting the more expensive higher quality rims as well (e.g. formula rim, Porsche/BMW rim).... And they will seriously hurt the budget in ways which Thrustmaster can't even begin to