Learn me to Thor

I've been trying to finish off my mastery 1 on Thor and I simply can't go positive with him. I don't know what it is, I feel like I'm playing with t-rex arms and am vulnerable to literally everything. I'm guessing it's the fact that his ranged poke is also his escape skill, so I have the dilemma of, "do I want to be able to get into the middle of things and use my 3, or do I want to expect to survive longer than three seconds?". My main issue with him is that he's kind of slow and unresponsive, even if I use my 1 to escape or dodge, I can be hit while I'm waiting on the hammer to travel, I can be hit while traveling to the hammer (I thought it was a blink but apparently not), and I can be interrupted or something can happen to prevent me from traveling to the hammer. His 4 is just unreasonable to use for escape because it takes so long to wind up leaving you open to get the **** beat out of you, so I only use that for damage or initiating. And his 3 gets interrupted by EVERYTHING. If the enemy team is even half braindead, they will still counter the 3 every single time with some form of knock up or grab.

My solution to try to counter this either A) possibly trying to change my build to a more tank-heavy one rather than my current AP/crit build, or B) being a huge sissy and only getting into fights other people initiate and only fighting against solo enemies because I'm so squishy and have no range.

Basically every god that isn't a pure melee has a counter to him. Especially Mercury. I get my **** chewed up by him every time I'm playing against a team with him because his ranged poke does so much damage and he doesn't seem to be as squishy as Thor.

So, what kind of build should I go for with him? I'm mostly playing him arena (read: only playing in arena, ever) and I want to at least survive in teamfights for longer than five seconds. Right now, I'm basically just sacrificing myself as the initiator so my team can get kills while the enemy is all focusing on me.

Okey here is how I play Thor (haven't played him in a loooong time, since he is kind of weak atm):

You should definitely go with solution A!

Build:
Items like Warrior Tabi, Titan's Bane, Voidblade, Jotunn's Wrath, Sovereignty, Bulwark of Hope, Hide of the Nemean Lion, Deathbringer, magi's blessing are good picks. You want health, magic and physical protection and penetration in your build.

Use your Mjolnir's Attunement as you use Path of Flames (don't throw it around without thinking, check the map every time you are thinking about using it etc).

Don't use Berserker Barrage unless you know that stuns are on cooldown.

Gank whenever you got Anvil of Dawn, ult from the Gold Fury or Fire Giant cave to dodge Ward coverage.

The strong side of Thor is that he has insane clear time with Mjolnir's Attunement, so take advantage of that. keep your jungle cleared and try to counter jungle whenever you got Anvil of Dawn off cooldown, just have Mjolnir's Attunement ready to escape and only use Anvil of Dawn if you are in way over your head :P

EDIT:

OH, arena...

Well, pretty much go for health, magic and physical protection and penetration and just skip the ganking part ;)

Thanks for the tips, but I got him figured out after a couple of matches. I stopped building him as "assassin", as his roles states, and went for a bruiser build and suddenly OP. He just can't handle a lot of damage at once and is more of a "get in, get out" god. But he can definitely bruise.

mhm!

Penetration is your best friend too, because Berserker Barrage is such a huge part of your damage. And penetration is the best way to go to get more damage out of skills :)