With the second Thor movie coming out in a few months I highly recommend The Asgardian Wars.
Here's the catch. Thor isn't in this book. This book collects a few issues that came out more years ago then I care to admit. It tells the story of Loki at first trying to be a some what benevolent god. Endowing powers to certain people to help them make the world better. So he looks good and can gain a seat with "those who sit in shadow". The powers involved members of Alpha Flight and X-Men. This being Loki, chaos ensues.
The second Part of the book once again stars Loki. This time this is him taking what he wants. Namely Storm! This send the collected might of the New Mutants and the X-Men trying to rescue her and keep themselves alive in the process.
Why would I recommend a book that doesn't have Thor prior to the release of his movie? This book wonderfully shows the large world of Asgard and the realms that make it up. From the elves and Trolls even to the dwarves. Adam would love it!!