My short list is.
Number 1 with a bullet is of course is Walter Simonson. His stories were epic and filled beings who showed why they were considered gods in days of old.
Number 2 was Tom Defalco. He wasn't in the same league as Walt was, but I have a soft spot for him because there was a worthy Thor who was a skilled intelligent warrior who worth rooting for. Plus we got Eric Masterson the future Thunderstrike out of the deal.
Number 3 is JMS. His work on Spider-Man was divisive (I think that is how you spell it?, but his Thor was filled with a grandeur that had been missing for quite some time. Sure his speach patterns had changed, but it was still unique enough.
Number 4 was Warren Ellis. It was a short stint, but it captured the otherwordly nature of the Aesir well enough.
Honorable mentions include Matt Fraction Ages Of Thunder. I'm not not sold on his current Thor work yet, but I found this series of stories enjoyable and captured the darker aspects the gods well.
Robert Rodi Thor & Loki Blood Brothers was interesting. I always like stories that are told by a different persecptive then the hero.
In that same vein I have to bring up Robert Aguirre The Trails Of Loki. It captured the spirt of Loki well.