Assuming you mean "thermoforming" - which is the process of 1) taking a (usually glassy) plastic, 2) heating above its glass transition temp. (Tg) in a heated mold, 3) press into desired shape, 4) cool down plastic below Tg to lock in the molded structure, and 5) remove final molded plastic article out of mold.

Having said that, usually you use an amorphous polymer with a Tg that is above room temperature (like PS, amorphous PET, PLA, etc.) when you do thermoforming.  PET is crystallizable, as is PLA.  In both cases, these polymers don't crystallize very quickly at thermoforming temperatures, so they're great (the clear PET salad packages and drink cups you see are almost completely amorphous).  If you added nucleating agents in PET, then you'll crystallize quickly upon heating, which can cause process issues during thermoforming (i.e. you get structural defects, since if PET crystallizes in the middle of molding into shape, it may no longer be pliable enough to conform to the mold structure).  The other problem with nucleating agents for PET is, it would turn your molded article opaque, which may not be aesthetically pleasing depending on the final use.

To answer a follow up question "but as far as i have read nucleating agents reduce the size of spherulites and there by making the polymer transparent. Doesn't it happen with every nucleating agent?":  

In terms of clarity, the right nucleating agent in the right amount has the potential to make the polymer visually transparent. This is not true with just any nucleating agent. But the impact of using the right nucleating agent in the right amount is evident in the case of isotactic polypropylene (iPP) - it's relatively recently that optically clear iPP became widely available, and being used in all sorts of applications.

Also, in terms of making thermoforms, the answer above still holds true - you don't want crystallization to happen during the thermoform process.