I think they need to first firmly decide in which direction they are going to take the sequels. Specifically the first 3 films(1st trilogy as it were). Is it going to be Thor as the mythical god doing stuff throughout the Asgardian realms or are they going to focus more on Thor the superhero to the people of Earth? Once they decide on that then choosing the villains becomes more clear. Keep in mind that if Thor breaks out big like Iron Man then essentially it will means that he's joined the elite who will never stop having films about them made(Superman, Batman, Spider-Man, Iron Man, X-Men, etc.). So don't fret if they have to be choosey on which direction the sequels go and what you'd like to see doesn't get chosen to be up at bat in these films, initially. More than likely, they'll eventually get around to doing the film that focuses more on the particular stories that you wanted. We're in this for the long haul(and I mean the REALLY long haul). But Thor's first got to cross the hurdle with his first movie.
Honestly I personally am not sure which of the two ways I want to see them go since both offer lots of good stuff that I'd like to see. I'd love to see Sutur, Ymir, Malekith, Ulik, Ego the living planet, etc. But then I'd also live to see the Wrecking Crew, Absorbing Man & Grey Gargoyle also.
Loki, Amora & Skurge all kind of straddle the fence since they could work in either direction the sequels go.