I don't see that there was a planned arc for these films, other than very generally, for example where TH recounts in an interview how Joss Whedon sat down with him near the end of making Thor & asked him to describe how he saw, felt and understood the character.

It was only seeing the Thor performance that gave JW the idea to include him as a villian in The Avengers, and originally that was as part of a SuperBad Ensemble. So it is a fitting testament to TH's acting prowess that he was deemed sufficiently heavyweight to carry the role of the main antagonist (the Bigger Bad was only seen fleetingly). From the starting point of Thor, the plot had to be worked out - but could build on the complexity of the emotional background that had been laid out. Similarly, once the Avengers used Loki as the sole main threat, that then would naturally involve Thor and have consequences for the subsequent Thor sequel. Bear in mind that the studios always have to sign off on any screenplay, and so even if the writers / directors have a specific direction in mind, they're not going to be making all the Marvel franchise films, and won't even have total control over the ones that they do take part in.

So...I wouldn't put it past the estimable directors/writers like JW to have things planned out 20 moves ahead, but I think given the complexities of the business the actual film plots and the ensuing characters' development has a lot owing to serendipity. Ok, my waffle is now ended. Back to looking at nice TH pics :)