I kinda don't wanna see this happen. I don't want every new Marvel movie to have Fury after the credits saying basically the same thing. It was awesome for Iron Man, and I think it was a way to test the waters, but eventually everyone will know who Nick Fury is and what Marvel is planning. The Iron Man DVD will make sure of that. So have some new "Avengers" scenes be a little more involved in the future movies, especially Iron Man 2.
There's pretty much only one conceviable way to introduce Thor in Iron Man 2 that I've heard so far.
1) First, have Tony stumble further down into his alcoholism, and during this time he meets a man claiming to be the Norse God of Thunder, either in a bar, or in an AA meeting. Have it be funny, but with a side of serious, so the audience knows to look out for this guy. Also, by that time, there will probably be news on the Thor movie, so most audiences would know who the guy is. He's the banished God on Earth and he's drinking lots of mead.
2) Second, in Thor's own movie, show how Thor got banished to Earth towards the end, or the third act. And the rest of the movie should be in Asgard.