Don't forget Hawkeye still needs some intro into the movie. Maybe they'll go the Black Widow route and just assign him SHIELD duty, which wouldn't be bad. But if they go that route, I hope him and BW get some well-deserved spotlight, even in light of the characters they're working with.
That brought to mind the fact that shows like Lost and 24 (shows that need to really be viewed as a whole, and not as a stand-alone episode) are so compelling because we are left wanting more each and every week. With these movies, they do carry their own weight, but these little hints and clues give that nod that the movies are building to something even bigger than itself.
I'm sorry for those who disagree, but the SHIELD bits do not take away from fan enjoyment of these films, especially when weighed against the alternative of having the first hour of the Avengers movie dedicated to establishing SHIELD, and then getting into the good stuff. Was the Thor trailer filled with SHIELD references? Yes, but it'll get asses in the seats at the end of the day, to let fans of Iron Man know that Thor is included in his universe. Do they have to show RDJ, or will he show up there at all in this movie? Probably not, but the recognition of Coulson will help draw some of the attention that would otherwise be absent.
I know with the limited time in the trailer, a minute and some change could've been better suited to show more of Asgard and of Thor in costume, but it'd be a hard pill to swallow for fans to go from Tony Stark and Hulk, right into the Norse Gods. This way, we get something to plant this movie in the reality of the Marvel universe, without necessarily making it campy or entirely unrealistic. It showed a very human story, which is what I'm guessing the story of Thor ascending back to God-status is going to do.