I'm not gonna lie, there's a ton of Thor comics I haven't read, but I've heard good stuff about, and they are probably worth looking in. With that in mind, here are two....
The Eternals Sagahttp://www.comixology.com/Thor-Eternals-Saga-Vol-1/digital-comic/32702
So, this sounds promising? I've heard it's a classic, and it's written by Roy Thomas, and it involves Jack Kirby's Eternals, so.... Eh?
If I'm being honest, I was a late bloomer to Thor, and while I can recommend lots of Spider-Man and X-Men stories from the 60s and 70s, other than the ones in the first Essential Thor volume, I don't have a lot of knowledge of early Thor. But this looks nice. Also, I hear that Essential Thor Volume 2 is a marked improvement. So I don't want to say that only modern Thor is good. That being said...
Thor: The Mighty Avenger
How much has this book gotten praised? So much that it's waiting in my comixology queue right now, because I realized how embarrassing it was that I hadn't read it yet. I have heard nothing but praise for this comic, which was great but canceled due to it being a "kids comic" (because most comics aren't for kids, which is a stupid policy, but whatever) and no one read it until it was over. So, I really recommend it, and promise to read it over the weekend myself.
Now, for books I'm not just guessing at...
GO BUY THESE COMICS:
The Mighty Thor Vol. 1 by Fraction and Friendshttp://www.comixology.com/The-Mighty-Thor-By-Matt-Fraction-Vol-1/digital-comic/34518
I liked most of Matt Fraction's run on Thor, but this was definitely my favorite part. Not just because its got one of those "so simple its brilliant" Fraction ideas of Asgardian gods vs. Kirby World Eating Space God Galactus, but, if we're being honest, yes, mostly because of that. There's one scene that is probably the best non-Jack Kirby use of Galactus ever, and I can say that even though I've read Silver Surfer: Parable.
Okay, I'm getting a little comics-jargony, sorry. But the scene with the preacher begging Galactus (who I would argue is the closest thing to "God" in the Marvel universe)... oy. So great. Also, it's not all serious, because this is a comic where the Silver Surfer's lack of pants is a subject of non-ironic discussion. How can you not like that?
Thor by Kieron Gillenhttp://www.comixology.com/Siege-Thor/digital-comic/33539
Okay, I'll be honest, this is mostly to set up my next choice, because it's by the same guy, and without knowing that, this book is a little confusing. So let me explain.
In the mid-00's, after being missing for a while(because he was dead), Marvel brought back Thor with a brand new comic. Only they hired a writer of much acclaim to do it, whose name I will not state, because I don't want to accidentally summon his attentions like Bloody Mary or something. Lots of people apparently love his work, for reasons that I don't understand. My parents love that TV show he made that was not Star Trek even though it was pretending to be, they have the whole thing on dvd. But to me, he will always be the monster who raped Gwen Stacy's corpse.
And then destroyed Spider-Man's marriage by having make a deal with the literal devil that erased it from history.
In between that he killed Spider-Man and then the next issue brought him back as a deranged cannibal monster who ate a villain's head.
He is terrible.
But a lot of people still didn't think that yet, so they had him relaunch Thor. And to his credit, lots of people liked it and praised it. But then he did what became standard issue for him, and he just quit the story one day, despite all the fanfare surrounding it, because it was too much work to write a monthly comic. Soon afterwards he traded sides to DC, and proceeded to launch new visions of both Wonder Woman and Superman, only to dump them 4 months later. I do not know why people keep giving him money.
Anyway, Gillen came in to fix the problems he had left behind, and did a pretty great job. His best and most interesting character work was Loki, and he was so great at it that he was chosen to do his very own Loki comic....
Journey Into Mystery by Gillenhttp://www.comixology.com/Journey-Into-Mystery-Fear-Itself/digital-comic/45493
Why they didn't just call this book "Kid Loki" I don't understand, because that would have sold much better. Anyway, Loki died saving the universe in the event book "Siege" which you already know if you read Gillen's Thor (Siege happens in the middle of his run). He'd been brought back as a child by Fraction, and now you know everything you need to know about this book. It's Kid Loki trying to be a good guy, because he's not the same Loki as before. Or is he? He is, after all, Loki.
It's so Loki, you have to love it. And while Comixology seems to be missing a few issues, a shinny new Complete Collection comes out in March, and you can preorder it on Amazon at the link above. Preordering saves you money, you know. Just a helpful tip.
Incredible Hercules Vol. 5: The Mighty Thorculeshttp://www.amazon.com/Incredible-Hercules-Vol-Mighty-Thorcules/dp/B005M4AV0I/ref=sr_1_6?s=books&ie=UTF8&qid=1383770554&sr=1-6&keywords=Incredible+Hercules
What's this? That's not Thor! That's an entirely different superhero god who's father is the head of his pantheon, who goes on adventures and drinking binges and beats up bad guys with a heavy instrument! The hell?!?!?
But seriously, this comic is so great. All of Incredible Hercules is pretty great, but here we have a situation where Hercules poses as Thor to deal with some Dark Elves (The Bad Guys in the New Movie! Synchronicity!) only Thor finds out, and he's annoyed (because Hercules just generally annoys Thor on a conceptual level) so he poses as Hercules, so it's kind of like Freaky Friday or something, but with fighting gods and freaky elf sex. It rules the schools. It is sadly out of print and I couldn't find all of the issues on Comixology, but if you can find a copy, you should definitely get this book.
Thor: God of Thunderhttp://www.comixology.com/Thor-God-of-Thunder-Vol-1-The-God-Butcher/digital-comic/41735
The current run of the comic, Thor: God of Thunder is the most metal thing there is. It's so metal that one Thor wasn't enough for this comic. It's got three. Old, Young, and Current Thor have to team up to stop The God Butcher.
He BUTCHERS gods.
That's his thing. And it is amazing. Jason Aaron is great at big concepts, and seriously, his run so far has been SO MUCH FUN. (It's also really, really pretty to look at. That doesn't hurt.) And we get a new issue every month! Yay!
And finally, the big daddy of them all:
Simonson's Entire Thor Run
This is the one. The Thor mega-story that every Thor writer ever since has tried to replicate, duplicate, or come close to hitting the same tone. Everyone says it's the best Thor run ever, and having read all almost 1200 pages of it, I can see why.
Seriously, so much of modern Thor comes from this run. Beta Ray Bill, Thor's space horse pall who is also worthy of Thor's power, so he gets his own almost-Thor's hammer and gets to be not-quite-a-Thor? He first appears here. In the first issue. That's Walter Simonson's opening act.
Drastic changes happen! Ramifications! Thor stops being Donald Blake and is just Thor now, no silly double identities! Loki stands for himself ! (That joke is funnier when you've read the comic) We see how awesome the Executioner really is! Malekith the Accursed first appears here, so you literally have this run on Thor to thank for the movie you watched this weekend!
If you don't want to pay the $150 price tag for the whole thing/it's out of print (again, Marvel, stop that) Marvel has re-released it in a series of 3 softcover trades, the third of which comes out this fall I think. But these are totally great, and you should get them if you're a fan of the character.
And what the hell, one last entry:
Thunderstrike: A.K.A. Early 90's Almost-Thorhttp://www.amazon.com/Thor-Thunderstrike-Graphic-Novels/dp/0785156380/ref=sr_1_1?s=books&ie=UTF8&qid=1383770813&sr=1-1&keywords=thor+thunderstrike
Here's the thing: Comics are kind of ridiculous, and by "kind of", I mean "almost always".
So, for a while there in the late 80's/early 90's Thor wasn't Thor, he was a single (I think?) father named Eric Masterson who had Thor's life force put in his body for a while, and then when Thor was given his own body back (or something) Eric got to keep having all of Thor's powers and blonde flowing locks, received his own not-quite-a-hammer, and for a few years there was Thor and there was not-quite-a-Thor named Thunderstrike. Go to wikipedia if you need more details, because I was like 8 when this was all going down. I have no recollection of what those comics were like, why they happened, or why you'd ever need a not-quite-a-Thor that isn't a space horse, but there you have it.
Like I said, comics are ridiculous. Which is why when I was going through Amazon grabbing links for you, and I stumbled upon this collection, my curiosity immediately got the better of me. This looks so ridiculous that I want to know more. If you're curious too, you better hurray and buy it, because I nabbed the second to last copy they have.