The Mandarin is totally coming back.
We see Killian!Mandarin show off his regeneration abilities. They generally don't do things in these films for no reason. They wanted us to know he has a healing factor. He'll revive.
We're getting the true rings down the line.
Notice that Killian!Mandarin has an ornate ring on his right ring finger? In the comics, each ring of the Mandarin has a power. That particular ring (according to
http://http://marvel.com/universe/Mandarin's_Rings) is his disintegration beam. We don't see a beam, per se, but we do see Killian!Mandarin cause an object's (armor's) cohesion to fall apart. That can be explained by Extremis, sure, but I think it could be a little nod to the alien rings.
The Mandarin was working with somebody (or something) with a connection to the cosmos.
The universe in the brain scene was definitely the same imagery we've seen in the past. Is he working with/for Thanos? Perhaps. Could it be the Red Skull (aka the guy that got teleported to that place)? Also a definite possibility. After all, AIM is a HYDRA offshoot in the comics.
That whole brain thing itself is important.
That empty slot is a huge part of this universe. What happens when it's filled? You get superpowers. Think about. Extremis was an attempt to fill that slot. It gave people crazy heat powers. The super soldier serum? I think it also filled the slot. Look at it this way. In CA:TFA, we get the explanation that the serum provides strength, but it also brings out the true qualities of the individual it's used on. That's why the Red Skull has the... well, red skull. That's why the Abomination became an overly aggressive madman. It also ties in with Stark's line in Avengers about how Bruce should have died, but he didn't. The Hulk was a part of him. His gamma experiment filled the slot. Also, Scarlet Witch & Quicksilver were likely genetic freaks born with their slots filled. That's a fancy lawyer-friendly way of saying mutant.
The Man-Thing exists in the MCU, and this movie proves it.
In the movie, Ellen Brandt works for Aim. She's presumably from Florida (where AIM is located in the movie). Her face is scarred.
In the comics, Ellen Brandt works for Aim. She's from Florida. Her face is scarred.
Wanna know how she got those scars? (I swear that wasn't meant to be a Joker reference)
Ted Sallis. The Man-Thing. Her husband. All who know fear burn at the touch of the Man-Thing. The Man-Thing burned her after her betrayal in both continuities.
Tony's keeping tabs on S.H.I.E.L.D.
Early on, Stark has JARVIS check various databases for info on the Mandarin. One of these databases is S.H.I.E.L.D. As Keven Feige said in an interview, Stark isn't "looking for that helicarrier in the sky" in this movie, but there was certainly a S.H.I.E.L.D. presence, as there's been in all of the MCU films.
It's kind of interesting that people are complaining about all of the deviations from the comics in this film. I think that in hindsight we'll see that this film has just as many continuity nods as the other films. They're just subtle.