I don't think Thanos needs to be "saved" for 3, either. I think he should be in 2 and 3, like a sort of Palpatine/Voldemort/Sauron. Me personally, I'd like to see Thanos go from behind the scenes manipulator in Avengers 1, to Conquering General in Avengers 2 to Omnipotent god in Avengers 3. But that's just me.
Originally Posted by The Question
This is all based on the assumption that Thanos will be in the films past 2. I don't see any reason to assume that. Trilogies do tend to have one story that ties all three films together, but the character of Thanos doesn't have to be that binding element. The movie seemed to be a lot more about the Avengers themselves than the threat they faced. I see no reason to drag out Thanos' story beyond the second film.
I don't think the main character(s) of a franchise can be the binding element of a trilogy. Or at least, they can't serve the same role in terms of scope, buildup/payoff and metaphor that a trilogy-wide villain can. And the Avengers existed entirely because of the threat they faced, which is precisely Thanos. The two don't separate, thematically. Imagine if Lucas hadn't dragged out Palpatine and Vader to Return of the Jedi?