Earle,
Well, if you take Thor away from the other films in the Marvel Cinematic Universe, SHIELD just showing up is fine but we don't get a really good idea of what they are, from a Thor's story perspective...if you separate it from the other films.
But, because you can't, it works out okay because they're not as intrusive as they were in Iron Man 2.
I just wonder what this film would've been had SHIELD not been in the film or had SHIELD been introduced in this film (Now, having thought about it, it's okay because I think the first Iron Man film is a solid, good film and they got their intro in that film. If you go from Iron Man to Thor and ignore the rest, it works....).
As far as the DC thing goes, I kind of glad they don't because they're allowing their characters to be fully formed without connecting to other characters. I'm not saying what Marvel is doing is wrong but it has hampered parts of their self-produced films. Admittedly, I'm more of a DC guy than Marvel in terms of their film adaptations because I think DC's had far more interesting, more ambitious films than Marvel has had, but Marvel, in my opinion, has three bonafide classics of the genre (X2, Hulk, Spider-Man 2.) I think a Thor sequel could join those three films.
I know a lot of people on line is really, really excited for the connections being made between the films but I'm more "whatever" about it...as long as their good films. And for me, it's only been Iron Man and Thor post Spider-Man 2 world for Marvel. With DC, in my opinion, it's been Watchmen (Ultimate Cut), V for Vendetta, Begins, Knight, and Superman Returns.
I firmly believe, that with Marvel, Captain America is gonna be good, even if I'm leery of it and X-Men First Class is going to be a stunner. With DC, I think Man of Steel, Rises, and Lantern are gonna be fantastic.