I don't necessarily believe Thor should have won---Superman does have super-speed too, he could have gotten in a thousand blows when Thor did one---but I do believe his weakness to magic should not have allowed him to stop a direct blow from Mjolnir. I could see the fight going either way---if Superman uses his head and his speed and dodged direct blows from Mjolnir, he would win. (I do agree with Busiek that Supes is slightly stronger than Thor.) If Superman didn't realize the hammer was magic and calmly waited for the blow, the way he does bullets, Thor should have been able to take him out.
I also was annoyed the way Superman and Captain America felt ill-at-ease in the other's worlds. I could see it for Superman, perhaps, given his super-senses. But Cap? If anything, he's so used to the public idolizing HIM, he should have wanted to IMMIGRATE to the hero-worshipping DC-Earth. The most satisfying part of the interaction was the final one, where they finally got past their differences and worked together.
Still, WONDERFUL series. By far the best DC/Marvel team-up. I love the way the Avengers marvel at how hero-friendly DC-Earth is, the JLAers marvel about how dark and cynical Marvel-Earth is. And except for the Thor-Superman fight, I agree with every other choice, even the decision that although Batman is much smarter, that Cap has an edge on him, just a little, in hand-to-hand combat.