Thor: wow, there was just nothing there. Really, the only thing that interested me about it was the realization that I apparently have a very definite opinion about Loki's character, and "petulant ineffective teenager" sure as fuck isn't it—I haven't read very much Norse mythology, so that was unexpected. I can't even work up the energy to analyze what it was doing with the adoption narrative, because I just do not care.
(However, though Thor is a very boring protagonist, he is good comic relief at least in fanfic, so his presence in The Avengers may not be a net negative.)
Captain America: Steve is adorable, which was enough to carry the movie for me. And . . . pretty much everything else I think was already said by glvalentine in a spoiler-filled post, so just go read that instead.