My spoiler-y thoughts behind the cut...
The death of Frigga and the mass Asgardian funeral was truly well done. Beautiful effects.
Doctor Who's Christopher Eccleston (the ninth Doctor) was the bad guy, Malekith of the Dark Elves.
Jane (Natalie Portman) meeting Loki and slapping him. "That's for New York!" "I like her!"
Dr. Selvig, still dealing with the aftereffects of Loki's mind control in The Avengers, streaking at Stonehenge or walking around without pants. I just wish it had been Hawkeye doing the streaking instead...
Excellent special effects. The battle that takes Thor from London to the other Realms (via breaks in space) was so much fun to watch.
Thor and Loki's banter as they try to fly the stolen ship.
The Lady Sif (a better match for Thor) and the Warriors Three kicking ass.
Loki pretending to be Captain America! I almost fell out of my seat laughing.
More snark from Jane's assistant, Darcy.
Loki's apparent death was a surprise...and so was his appearance at the end, on the throne. Where's Odin??? I guess that was the set-up for Thor 3, as Loki will not be in Avengers 2.
Two post credits scenes, one sets up next year's Guardians of the Galaxy (Sif and Volstagg drop off one of the Infinity Gems at what they believe is a safe place), and the other is a cute scene between Thor and Jane...with a wild alien beast loose in London, trapped after the space between the Realms is returned to normal.
I enjoyed it so much. I'm looking forward to Captain America: The Winter Soldier in April!