It's a common compliment to say that someone "always makes me think, even when I disagree with him." But this caveat is trivial--of course you think when you disagree with somebody! You think about why they are wrong and why you are right, and you sometimes think about how their parents failed them by raising them to espouse such absurd views.
A more impressive trait would be somebody who makes you think even when you agree with him. It's so easy to nod your head and play along to the company line. Truly deep thinkers will find ways to make you reconsider facets of viewpoints that you didn't even know existed. It's not realistic to be able to make all the people think all the time, but the wisest often make others think when they least expect to.