1) Outside!POV of Thor and Loki together.
2) Any fics that really highlight the cultural differences between Earth and Asgard or emphasize the fact that, yeah, these really are gods or god-like beings. (Maybe they've been holding back in some way? I dunno.)
3) Stories in which Thor and Loki are protective of each other. (And how that protection is enacted or enforced can be as light or as dark as you wish.) I especially like stories where Loki helps Thor out even though they're "enemies" and stories where Thor stands up for Loki in front of Odin. Ooh, or where they're protective of each other as kids.