Should I mention that I will be opting for the non-thesis option in my statement of purpose?
As a prior commenter noted, you can be silent on the issue without prejudice from the admissions officer.  In fact, it's quite common for graduate students not to make the thesis/no thesis decision until they have a semester or a couple of quarters behind them.  The decision to write a thesis is often the product of one's evolution during graduate work.  For example, if you were to decide that you want to pursue a doctorate, then writing a thesis has distinct advantages, the most important of which is that it prepares you for writing a dissertation.  Conversely, if you want the broadest knowledge and lab experience, course work is preferable.