"between... thru" is not a natural construct.
"between... and" would be better.
But then you risk ambiguity. For example, does "between 03/02/08 and 04/02/08" include 04/02/08?
"from... through" is better in this respect.
"... They ne'er cared for us
yet: suffer us to famish, and their store-houses
crammed with grain; make edicts for usury, to
support usurers; repeal daily any wholesome act
established against the rich, and provide more
piercing statutes daily, to chain up and restrain
the poor. If the wars eat us not up, they will; and
there's all the love they bear us."
-- Shakespeare: Coriolanus, Act 1, scene 1
