斯 refers to a person mostly, as in 天將降大任於斯人也...
Interestingly, 这斯 in ancient Chinese means "this (bad) guy" in 水浒传, used by a rude guy frequently. As mentioned, it is an ancient word used in this way, don't use it in your daily life.
斯 have other use in modern Chinese, forming vocabulary like 斯文 which means well behaved or polite. Also for translating foreign words with their pronunciation, like Oscar to 奧斯卡.
这 is more commonly spoken than 此, and it can refer to almost anything that I thought of.
此 sound more like written script. If it is used in spoken communication, most likely it is a phrase or the speaker want to sound formal.