There have certainly been elements from the Ultimate line used in the movies (Mutated Dr. Doom would be another example, but that was a Fox film) but for the most part Marvel have been keeping them more 616 based: Tony is not a mutant whose entire body in basically one huge brain and his armour is right out of the 616 books. Hulk is not a horny cannibal, and Thor is clearly more 616 based than the hippie wannabe Ultimate version.
With Cap, again I don't think they are gonna pull much from Ultimates there other than some window dressing (we already know we are getting a classic Red Skull, not Cap's bastard freak son for example). Ultimate Cap is often not very likeable at all as well so that's another reason I doubt they will take too much from that version.
Fury, whose casting was entirely down to the fact Hitch drew him to look exactly like Jackson) is obviously Ultimates inspired in his appearance, but so far we have not seen enough of him to say what kind of a person he is (Ultimate Fury, like Ult Cap, can be a complete a-hole at times).
For Avengers I don't see any reason why we should expect things to be any different: A few ideas taken from the Ultimates, but still mostly 616 based. For example I can imagine Shield would be trying to 'officially' run the team at the start (and the government has tried to do that in the 616 books as well) and the likes of Tony, Thor, and even Cap tell Fury 'we do it our way or no way'.