What advanced calendar scheduling can Siri do?
While I am sure its not a complete list (the only people who would have that would be Apple), here is a list I found on many of the phrases Siri understands:

Adding Events


Set up a meeting at 9 
Set up a meeting with Michael at 9 
Meet with Lisa at noon 
Set up a meeting about hiring tomorrow at 9am  
New appointment with Susan Park Friday at 3 
Schedule a planning meeting at 8:30 today in the boardroom


Changing events


Move my 3pm meeting to 4:30
Reschedule my appointment with Dr. Manning to next Monday at 9am
Add Lisa to my meeting with Jason
Cancel the budget review meeting


Asking about events 


What does the rest of my day look like?
What's on my calendar for Friday?
When is my next appointment?
When am I meeting with Michael?
Where is my next meeting?


More available at http://www.iphonehacks.com/2011/10/iphone-4s-features-exhaustive-list-of-phrases-siri-can-understand.html

I personally have found that many of these features are available through the UI, but so complex or have a confusing workflow that most people wouldn't deal with it (for example, think of how many taps it would take to set a meeting at a time somewhere and invite someone?). For example, in the linked question about every three days, I wonder if it set a repeat that way (which is not available in the UI), or created new independent events. 

After seeing your updated question, related directly to recurring monthly events on a certain day-of-week, I could not reliably get this to work. Using a phrase like 'schedule _ for the first Thursday of every month' did prompt for a time, but then tried to create the even for every day. This may work on a month to month basis, as in 'schedule __ for the second Tuesday of April'. I did another test just now, and it actually created a repeating event, but nothing more than a repeating one on the 30th of every month (it said it was creating a new event starting today). This was using the same phrase, and gave obviously different results. 

I am not sure if this was due to a limit of Siri, or the fact that the recurrence options of Calendar on iOS is limited. This feature is easy to do on iCloud.com or in iCal itself.