Like Graphite said you can't really do exactly what you want, but a close enough thing is this (I think it is a Tiger 10.4 only feature though). First, did you know you can select a word and press command+ctrl+d and a little window will appear showing you the dictionary entry for the word? well there is also a button to switch this to a thesaurus.
If you find that you use the thesaurus more than the dictionary then when you bring up the little dictionary window press the more button and it will open the main dictionary application, then go into the preferences and you will see you can change the order of what dictionary thesaurus comes up first when you press command+ctrl+d. Furthermore, if you are a keyboard junkie and find it annoying that you have to use the mouse to select the word then you can press alt+shift+left arrow key to select the word before you invoke the dictionary thesaurus.
This does mean you have to type the word in full first, so it doesn't work like Esc, but even if you could it would be impossible to use, your computer would have to suggest different possible words and then all their synonyms too.
Hope this works out for you.