I just watched it for the second time yesterday (I missed half of it last time because of my son).
This may be an unfair comparison.... but it wasn't Iron Man. Iron Man was practically a religious experience for me.
I thought it was good. It did a fair enough job of weaving Thor into the Marvel movie continuity. But, I think that might have been it's downfall. It felt like that was the ONLY reason it was made. It didn't feel like they were trying to set Thor up for his own movies. It felt like Marvel said, "Well... if we want to do this Avengers thing... we need to make a Thor and a Captain America movie so we don't have to squeeze their whole back story into the Avengers."
The Avengers have always been my favorite super hero team... so I'm wicked excited to finally see it all get played out on the big screen. But, one of the reasons the Avengers works is because of the fact that Iron Man, Cap, Thor and Hulk are all alphas. None of them fill the "support role." It kind of felt to me like the Thor film betrayed that theme by being less "complete" than Iron Man did.