In the comics Killian kills himself. I like how if you really think about it, they might have included a slight nod to this by him choosing not to Kill himself this time around (by not stepping off the roof). And then going on to become the Mandarin.
But what if Tony didn't really upset him by not showing up? Maybe there was an element of "desperation" to it from the very start... Meaning maybe even young Killian was sort of acting, or scripting his performance. He seems very interested in Maya's research from the start, obviously to cure himself, but maybe there's more to it. It's Tony who can make it work. Maybe Killian's "think tank" has been putting a lot of pressure on him the whole time. Not so much disappointed by Tony not showing up, as he was "desperate" and angry.
He tries to keep his cool. Late in the movie Killian says something about desperation when they're on the roof again.
Also the word Oracle can be seen in the movie in the background on a sign (i think around when he's in the van with the Happy Endings actor), and Jarvis says "Oracle cloud analysis complete" during the holographic investigation scene. I took these as possible easter eggs for Oracle industries, Namor's company, and that Jarvis uses some sort of sophisticated analysis software developed by Oracle or something.
Also Killian has a huge ego, maybe his brain actually created the Mandarin as part of his super-ego, which is something far greater than himself, a supervillain born out of his mind, creating his own demons. It would be cool if technology allows his mind to live on like Jaquaa is saying, to move into a backup body (Trevor), who has been prepped with certain surgeries to have Killian's mind slip inside Trevor's hollowed out mind. Maybe there is only this super-ego left of Killian, now that his body was destroyed. Only the Mandarin. Killian's out of control super-ego. Iron Man is Tony's super-ego. He is Tony Stark, but Tony Stark is Iron Man.
Iron Man is a part of him. It's not only a suit -- it's also an extension of his mind. He may have created his own demons as well, in multiple ways, but in the end he can accept that he is Tony Stark, and he is Iron Man. He is the suit. And the suit is just an extension of him.
He has his super-ego in control now. He was using the suits as a cocoon and running from the suit in some ways when he starts to break out of this cocoon... Keeping himself separate from it, making it an alternate identity. His ego and super ego are somewhat justified by his intelligence, gets him into trouble a little bit, although it can be a great asset to him even without the suit.
Killian really just benefited off Maya's research, found some investors, still couldn't quite get the algorithm Tony tried to point out in 1999. Tony says "I am Iron Man" again at the end, however now he's changed saying it in a new way... he's accepting it, He's not separate from it. It's no longer a cocoon surrounding him. It's not just a suit -- it is him, his mind and his potential energy put to use. He spends a lot of the movie outside of the suit learning how to rely on his ego Tony Stark, not his super-ego Iron Man. They're one and the same, Tony Stark is Iron Man, and there is no real Iron Man either... Tony Stark created him. There is only Tony Stark now, and Tony Stark will return... Tony Stark is and will always be Iron Man...
He's learned he can still be Tony Stark at the same time, and can balance both better... I don't think he's gone completely crazy, like Banner may think. He may have taken Extremis as some are starting to suspect. And if Mandarin is more than an idea, more than a thought, and taught Pepper how to Karate chop, but was taken out of her, it may live on.... editing Tony's mind to the Mandarin's preferred cut of the story... And trying to get what he wanted out of it: the algorithm. By tricking Tony into taking Extremis, and not telling anyone about it (he doesn't tell Banner/us exactly how he fixed his heart and Pepper).
Maybe Doctor Strange may have to perform neuro-surgery on him, or something, and it's a psychologist Banner is referring to, but what he now actually needs is a neuro surgeon who specializes in the brain, nerves, and central nervous system, one whose hands aren't shaky yet...
Killian saying I am the Mandarin is almost him doing the same thing as tony in the first movie, reverse of what's happening here in some ways (aim/mia), he could be developing demons in this other part of his mind, the super ego, the super villain within him.
Maybe it will take a doctor of a stranger sort to sort some of it out.
Is it true the subconscious mind can perceive things forwards and backwards?
Iron Man is within him, it's not running his life anymore, and even his normal egotistical ways are being set aside a little.
This is why I believe Tony does fix Extremis for himself at the end, takes it out of Pepper, and in Avengers 2 it may look like he doesn't have a suit but the suit starts to become physically within him....