I want Hank Pym because he is one of the originals plus his character is very interesting. I like that at first he seems like a great heroic figure, almost bland, but you start to see how he isn't mentally stable, and then he breaks down. I like the idea that every time he changes his costume its a sign of some mental stress.
I also want him in the movies because he created Ultron (a physical manifestation of his resentment towards his team mates and of his dark side) (While Vision is an extension of all that, sort of Pym's redemption perhaps.)
If you don't introduce Pym in the first Avengers you may never get him at all, and you may never get a proper Ultron story in the movies. And you wont get, by extension, a good Vision story.
Ultron is an extension of Pym, you can't introduce him other than the creation of Pym. He shouldn't be created by someone else.
And he should show up in any movie besides the Avengers, Ultron I mean.
So Pym please in the Avengers. Leading to Ultron and the Vision showing up.
Wouldn't it be cool to see the Ultron story, he is created by Pym and represents Pym's unstable mental state and hatered of the Avengers. Ultron, in the movie, creates the Vision to attack them but Vison turns good. If we could include Wonder Man's Brain patterns in there, we could end up with Vision and Wonderman (and the brother dynamic in the movies).
That would be sooo coool.