The way I took the whole "Why did Fury want to do this in the first place" question was that A.) Fury and SHIELD have the Tesseract. They've clearly had it for decades, they know it has great destructive power, and they probably know it came from somewhere not on Earth. So there has always been a major hypothetical threat out there since SHIELD was founded.
B.) We also know Banner had been the Hulk for a while before TIH took place, so he was probably on SHIELD's radar already, even before the events of IM. So that's already one potential "superhero" Nick Fury's got his eye on if he could ever get the Hulk under control.
C.) And surely they've always been keeping an eye on Stark considering how big a part Howard played in their organization. So when SHIELD saw that Tony Stark had created a robotic battle-suit in Afghanistan and continued the arc reactor technology his father had started, that's probably when Fury first got the idea for the Avengers, and started his obsession with finding Captain America, who they've probably always known or suspected based on the science of the super-soldier serum that he could very well still be alive if they could ever find him.
The events of Thor just made the threat seem that much more real, and the need for the Avengers that much more urgent.