A melt-extruded substrate that can be readily thermoformed into a shaped, three-dimensional article is provided. The substrate is formed from a polymer composition that contains a thermotropic liquid crystalline polymer and a unique aromatic amide oligomer. The present inventors have discovered that the oligomer can help increase the “low shear” complex viscosity of the resulting polymer. The ability to achieve enhanced low shear viscosity values can lead to polymer compositions with an increased melt strength, which allows the resulting substrate to better maintain its shape during thermoforming without exhibiting a substantial amount of sag. Due to its relatively high degree of melt strength, the polymer composition is particularly well suited for forming thin extruded substrates for use in thermoforming processes.