If you are doing these operations by opening system preferences and changing the network settings, then you could write a GUI applescript for automator and make a service for the switching.
There may be other ways, for example, a shell script to change the network settings.
These are the first methods that came to my mind. But don't ask me to tell you how to do it.
Easy, just go to Network Preferences whist connected via Display Ethernet and click the small triangle at the bottom, and select 'Set Service Order…' then drag the Display Ethernet to the top.
Now when you're plugged in via your TB screen, it will pick Ethernet first, and will switch to Wi-Fi when on the road.
Bear in mind, your Wi-Fi will still be connected but for the most part will be ignored as the Mac will use the Ethernet first and only use Wi-Fi if you have a different route table setup, which is unlikley given that you are plugged in directly to the Airport