I was recently in the market for a Mighty Thor Annual #11 from 1983 as it has the origin of Thor's hammer, Mjölnir. Luckily I found a nice auction that had a collection of five Thor annuals for a little more than the price I would probably pay for a single copy of #11. Annual #5 from 1976 has a great cover featuring Thor battling Hercules with Odin and Zeus watching on.
Annual #9 has Thor battling a main foe of Dr. Strange, Dormammu. He is the ruler of the dark realm and, who knows, might end up being the antagonist of the upcoming Dr. Strange movie in 2016.