You would think this would work fine:
# whois tester.co
[Querying whois.internic.net]
[whois.internic.net]

Whois Server Version 2.0

Domain names in the .com and .net domains can now be registered
with many different competing registrars. Go to http://www.internic.net
for detailed information.

No match for domain "TESTER.CO".
>>> Last update of whois database: Tue, 11 Sep 2012 01:18:48 UTC <<<

[blah blah]

But when I type;
dig +short cname co.whois-servers.net
whois.nic.co.

Then using that I type this;
whois -h whois.nic.co tester.co
[Querying whois.nic.co]
[whois.nic.co]
Domain Name: TESTER.CO
Domain ID: D1568321-CO
Sponsoring Registrar: GODADDY.COM, INC.
Sponsoring Registrar IANA ID: 146
Registrar URL (registration services): http://www.godaddy.com
Domain Status: clientDeleteProhibited
Domain Status: clientRenewProhibited
Domain Status: clientTransferProhibited
Domain Status: clientUpdateProhibited
Registrant ID: CR50607358
Registrant Name: Greg Poole
Registrant Organization: Industrial Tests, Inc.
Registrant Address1: 4021 Alvis Court
Registrant Address2: Suite 1
Registrant City: Rocklin
Registrant State/Province: California
Registrant Postal Code: 95677
Registrant Country: United States
Registrant Country Code: US
Registrant Phone Number: +1.9166328378
Registrant Facsimile Number: +1.9166320300
Registrant Email: greg@indtests.com
Administrative Contact ID: CR50607363
Administrative Contact Name: Greg Poole
Administrative Contact Organization: Industrial Tests, Inc.
Administrative Contact Address1: 4021 Alvis Court
Administrative Contact Address2: Suite 1
Administrative Contact City: Rocklin
Administrative Contact State/Province: California
Administrative Contact Postal Code: 95677
Administrative Contact Country: United States
Administrative Contact Country Code: US
Administrative Contact Phone Number: +1.9166328378
Administrative Contact Facsimile Number: +1.9166320300
Administrative Contact Email: greg@indtests.com
Billing Contact ID: CR50607367
Billing Contact Name: Greg Poole
Billing Contact Organization: Industrial Tests, Inc.
Billing Contact Address1: 4021 Alvis Court
Billing Contact Address2: Suite 1
Billing Contact City: Rocklin
Billing Contact State/Province: California
Billing Contact Postal Code: 95677
Billing Contact Country: United States
Billing Contact Country Code: US
Billing Contact Phone Number: +1.9166328378
Billing Contact Facsimile Number: +1.9166320300
Billing Contact Email: greg@indtests.com
Technical Contact ID: CR50607361
Technical Contact Name: Greg Poole
Technical Contact Organization: Industrial Tests, Inc.
Technical Contact Address1: 4021 Alvis Court
Technical Contact Address2: Suite 1
Technical Contact City: Rocklin
Technical Contact State/Province: California
Technical Contact Postal Code: 95677
Technical Contact Country: United States
Technical Contact Country Code: US
Technical Contact Phone Number: +1.9166328378
Technical Contact Facsimile Number: +1.9166320300
Technical Contact Email: greg@indtests.com
Name Server: NS2.VPWEB.COM
Name Server: NS3.VPWEB.COM
Name Server: NS4.VPWEB.COM
Created by Registrar: INJECTCSR
Last Updated by Registrar: GODADDY.COM, INC.
Domain Registration Date: Wed Jul 21 20:08:21 GMT 2010
Domain Expiration Date: Sat Jul 20 23:59:59 GMT 2013
Domain Last Updated Date: Thu May 17 04:57:41 GMT 2012

[blah blah]

How do I make it work without having to manually find the correct whois server to query??

Is there a way to convert my thin client to a thick client? Does anyone know of a way to legally circumvent any issues with rate limiting? (I already know the naughty way obviously.)

Sadly, there is no central whois server that can provide answers for all TLDs. Traditional clients would always ask whois.internic.net (or nic.ddn.mil if you're old enough!).

Newer replacements come bundled with a lookup table that guesses which whois server to contact based on the request. One of these is called bw-whois - there are other implementations floating about that do the same thing. Look in your distro's repositories for alternative whois clients.