Thor is the Norse god of thunder and the son of Odin All-Father, ruler of Asgard. He wields the mystic hammer Mjolnir, which allows him to fly and fire bolts of lightning.Marvel Source
Thor was a founding member of the Avengers and frequently battles as one of their number. At times, Thor has used the secret identity of Donald Blake to walk among mortals, but he always returns to the halls of Asgard to hoist a tankard with his fellow gods.
Gear
Slot 1 – Mighty Mjolnir (Thor Unique) - Great damage, chance to get a damage steroid (30% uptime), loads of melee crit, melee crit damage, brutal strike, damage on melee, damage on physical, damage to bosses, +6 to Mjolnir powers. Excellent Unique overall, even if we don't make use of many powers in the Mjolnir tree.
Slot 2 – Rune King Armor (Thor Unique) - Chance to get a damage/def steroid when attacked, health, regen, dodge, spirit, +Warrior's Madness, +our Son of Asgard and God of Thunder Powers. Extremely useful since that'll push some of our powers pretty high!
Slot 3 – Cape of Sigurd Dragon Slayer (Thor Unique) - Health, damage after using a melee power to ranged, damage after using a ranged power to melee (awesome), +to our two awesome passives (Stamina/Combat-this can push them to 40 no problem). Very useful Unique!
Slot 4 – Humanitarian Legwraps (Thor Unique) - Move speed, health, crit, +2 to all powers, energy damage, attack speed. Pretty good overall. You could consider going with Sandals of Hercules (any hero Unique) to get tankier, but these will do for sure. +2 to all powers is pretty nice.
Slot 5 – Helm of the Skyfather (Thor Unique) - Another +range/melee damage after using the opposite (very cool), health, crit, crit damage, brutal, brutal damage. Overall solid Unique.
Artifacts
Advanced Meta - We do many different types of damage, but this artifact buffs all damage by a flat amount. Very useful for that reason and the +1 to all skills.
Pym Growth - Same reason as Meta. We get flat damage and flat health, never a bad thing.
Advanced Super Soldier Serum - The tankier the better in many cases. Very useful overall.
HoD or Xerogen Since two of our artifacts give health, I'd be okay taking something multi-purpose . A regular Meta would also serve us well to give us +1 to all powers and more damage.
Khonshu is awesome for Thor since he has a melee/ranged thing goin on with Storm Strike. Use it if you want!
Other
Blessings: Helas, no question.
Costume: +1 Fighting and +1 Energy or +1 Strength and +1 Energy. We should try to capitalize on our mixed damage.
Insignia: Dat O'Grady.
Legendary: Several options. We have loads of crit so I'd stay away from Gungir, but its obviously a good choice for the damage. Norn Stones pushes us close to the cap on several of our stats and gives us another +2 to all powers, but I actually like my friend @armbarr 's suggestion of Cosmic Control Rod. +2 to Energy really helps since most of our moves (all except Mighty Mjolnir) do Energy damage.
Medallion: I really like Taskmaster since we utilize so many stats. Dr. Doom is another great choice. I would normally suggest Fisk or something but we would honestly only get the Melee benefit on Storm Strike.
Relics: Lemurias for life on hit. We could use it since we're in the trenches.
Uru item: 800 Def Uru or Energy with Heartbreaker perhaps? Up for suggestions here
Leveling Strategy
Our build is more or less complete once we hit 20 and get Storm Strike. Before that we're just going to Call the Lightning, Bring the Thunder, and smash stuff. When we hit 20 we'll blow up all trash in our wake, and it'll be amazing. Bosses shouldn't be a problem until we unlock Mighty Mjolnir anyway, and make sure you charge it up while they rot in your Bring the Thunder AOE for some awesome damagez!
Playstyle
A. Dash around because you're awesome!
B. Drop Bring the Thunder to create an AOE field of death.
C. Storm Strike and watch stuff fall over as its running around in your Thunderous Cloud of MurderDeath.
D. Use Call the Lightning or Almighty Mjolnir to kill bosses, pop Warrior's Madness for a steroid!
E. Be victorious!