In the long trajectory from the synthesis of organic nonlinear optical materials to the completed all-optical device it is highly desirable to be able to concentrate already in an early state on only a few promising materials. Third harmonic generation (THG) is a very convenient method as it allows measurements of the third order nonlinear coefficient of very small samples in the liquid and solid state and also of thin films. For our application in all-optical switching devices the relevant parameter is the intensity dependent refractive index (IDRI). Assuming a simple two-level model for the polymeric materials we can estimate the IDRI on the basis of THG measurements and linear absorption measurements of the materials. We have measured the THG of several polymers in the liquid state and as thin film. The nonlinear coefficients and the IDRI are derived and compared with those obtained from other methods by ourselves and from the literature.