I added a Fishman thin line pickup to my Martin Sigma Acoustic Guitar
Now I want to add Volume and tone controls
What size pots and cap should I use
I guess I can buy it all here 
I found this
http://www.guitarnucleus.com/wiring.html
I'm not 100% sure of your situation. Fishman never actually had a "Thin Line" pickup, though Martin sold Fishman's older piezos under the name. The Martin Thin Line was a passive pickup, and the Thin Line Gold was a very early version of the Fishman Matrix Natural I. The required solution is very different, depending on which one you have. If you've got an active system (it needs a battery), you would want a fairly low value pot (relatively speaking here), normally about 25kohms (that's twenty-five K, not 250k misspelled).
If you want to add these to a passive system, I would STRONGLY recommend getting a preamp and adding it after the preamp, because the impedance of piezo pickups is extremely high (10Mohms or higher!

), which makes them extremely susceptible to signal degradation. This is why systems with built in preamps are so popular - even a 5-10 foot cable to your external preamp will be enough to pickup all kinds of RF interference, and will noticeably degrade your signal, leading to the duck like quacking and anemic low end of most passive piezos. In order to do it, you would need to find at least a 5-10Mohm pot, but probably 10-15 times higher (good luck finding that!), and you would have to experiment with cap sizes to find one that sounded good. (I suppose you could do the math to figure out where to start - I'm not feeling up to it at the moment, but figure out the RC frequency value for, say, a 250K pot and a .047uF cap with a 8K source impedance, and then scale it up to your pot value, and a 10Mohm source impedance. Not for me, that!) Even then, you will get MUCH better results by using an active system.
Gabriel