After Thunderbolt, Pikachu learns these moves:
- Feint
- Agility
- Discharge
- Light Screen
- Thunder
It depends what moves you think is worth it but if you don't like any if them, I recommend evolving before it learns Thunderbolt.
This is because in X and Y you get the Thunderbolt TM after beating the 5th gym so you can teach Riachu Thunderbolt anyway.