Thiazolidinidiones (or glitazones) are also called PPAR agonists (peroxisome proliferator-activated receptor), because they work on these receptors which are transcriptional activators, and result in increased insulin sensitivity, GLUT-4 expression and work indirectly also by increasing of adiponectin, the deficiency of which is thought to be partly responsible for metabolic syndrom.
PPARs are found in hepatocytes, skeletal muscles and adipose tissues, these are the key target tissue for insulin. It's found that females and the overweight respond better to glitazones, which's thought to be partly due to higher fat content in their bodies. As they are insulin sensitizers glitazones don't cause hypoglycemia, but increase the risk of it when combined with another drugs.
Like all transcriptional activators, PPARs need to bind to a specific sequence on DNA. This is used to identify them by the use of complimentary DNA oligonucleotide probes (sounthwestern blot)
Most hormones affect transcription but this is usually an indirect post signal transduction effect. Examples of direct affection of transcriptional factors include thyroid hormones, steroids, Vit A, Calcineurin (increases IL-2, inhibited by cyclosporin)
Also see this thread
http://www.usmle-forums.com/usmle-step-1-forum/972-northern-vs-southern-vs-western-blot-help.html