Many people have died for us: war heroes, astronauts, explorers, inventors, etc. Yet none of those dead people demand that we pray to them and thank them daily. I never met Jesus, but I find it hard to believe that he would really demand that we thank and pray to him regularly. George Washington was a great leader, but he never expected US citizens to pray to him. I hope Jesus did great things because he wanted to, not because he expected eternal worship from the rest of the world.
If I was going to thank any historical figure who died for us, then I would thank many people rather than just single out one guy from the last 2000 years. George Washington, Bill Gates, and Elvis for example have made noticeable achievements that have improved my life, but I dont pray to any of them.
If Jesus was as great a savior as history tells, I doubt that he spends his time managing some sort of torture chamber for the billions of people who do not accept him as their savior. If he really was able to come back from the dead, then I am sure he would rush onto the TV to tell people, "Thanks for holding me in such esteem, but dont worry about me torturing you after death. Worry about making your life and those around you great, and the world will be better off!"