Since Thor's return to the Marvel Universe, I have found that his stories are far more interesting when presented as One-Shots. His ongoing series and appearances in team books have been far less satisfying than the various one-shots released.
The Rage of Thor is a great re-telling of Thor's legendary battles with his father Odin. Thor's contempt for his kin is no secret as he leaves the godly realm of Asgard to seek a simpler life.
Of course though, Thor would not be Thor if not bound by duty and forced to return to Asgard.
This is a great piece of storytelling by Milligan and like all of the Thor one-shots to date, the art is vivid and beautiful to look at.
Check out these one-shots. Even if you are not a Thor fan, these will pique your interests.