I know JMS' run on Spidey was pretty long - was it about a 100 issues or so?
How long was his run on Thor? I think bringing Asgard to Oklahoma (which sounds weird when I read what I write) seemed to work in the only collection that I've read from that run.
JMS always sounds so reasonable in his interview. Especially how he always makes the point that these are not his character's. These are DC (or Marvel) characters so he needs to make sure that he is adding/building on to these characters and also taking them where they want to go.