Pretty damn good. But I gotta say, for me it's just to the point where enough is enough and lets get to the Avengers already! I loved the acting in Thor, the story, everything. I just wanted more. And I guess that isn't a bad thing at all. But damnit I wanted more.
One thing I did love a lot about this movie that not many people have mentioned is all the nods to the previous Marvel movies. The mentions of Tony Stark, the subtle hints that Selvig knowing someone that worked with "gamma radiation". Loved all of it. The scene after the credits pretty much locked in who we could expect for our villain in The Avengers as well.
I left Thor wanting more and feeling a little bit like I didn't get everything I was hoping for. But I understand that the rest is on the way in 2012. And I will be a satisfied guy.