We investigate nonlinear optical propagation of continuous-wave (CW) beams in bulk nematic liquid crystals. We thoroughly analyze the competing roles of reorientational and thermal nonlinearity with reference to self-focusing/defocusing and, eventually, the formation of nonlinear diffraction-free wavepackets, the so-called spatial optical solitons. To this extent we refer to dye-doped nematic liquid crystals in planar cells excited by a single CW beam in the highly nonlocal limit. To adjust the relative weight between the two nonlinear responses, we employ two distinct wavelengths, inside and outside the absorption band of the dye, respectively. Different concentrations of the dye are considered in order to enhance the thermal effect. The theoretical analysis is complemented by numerical simulations in the highly nonlocal approximation based on a semi-analytic approach. Theoretical results are finally compared to experimental results in the Nematic Liquid Crystals (NLC) 4-trans-4'-n-hexylcyclohexylisothiocyanatobenzene (6CHBT) doped with Sudan Blue dye.