Re: Characters you'd like to see in future Avengers movies?
concerning Ultron, you could crib from secret invasion (skrulls have already been taken off the table). have the avengers blindsided by a few SHIELD agents only to discover that SHIELD has been infiltrated by lifelike automaton. then Fury has to fess up about the Life Model Decoy program headed up by Henry Pym. they interrogate Pym to find out why one of these LMDs has gone haywire only to discover that Pym himself has been replaced. that LMD wearing his "father's" face would evolve into Ultron throughout the movie; casting away his "flesh" to present the more classic look for the final fight. but the Avengers would have to take on a horde of Ultrons wearing human disguises. might add to the drama of it to have them fighting construction workers, dog walking old ladies, SHIELD agents, and the like.
p.s. the real Pym would be found alive sometime after the movie's midway point.