The only Marvel movies that come close to Thor are X-Men 2, X-Men First Class, and Avengers. I love Spider-Man the best, but none of the movies are really on par with the recent Marvel stuff. Like Miriel said, Thor gets the edge due to its Shakespearian mythological quality and great cast. X-Men First Class has a great cast as well, but some of the side characters (Emma Frost, a few of the younger mutants) aren't anything special. Every single character in Thor was perfect. Avengers had a cast like that too, and I could see it being argued for over Thor due to the scope of it all.

Iron Man, though, is a brilliant film and only The Dark Knight is a better comic book movie.