Here are the films so far (released and planned, excluding X-Men and [un]Fantastic universes):
1. Spider-Man (2002)
2. Hulk (2003)
3. Spider-Man 2 (2004)
4. Spider-Man 3 (2007)
5. Iron Man (2008)
6. The Incredible Hulk (2008)
7. Iron Man 2 (2010)
8. Thor (2011)
9. Captain America: The First Avenger (2011)
10. The Avengers (2012)
11. The Amazing Spider-Man (2012)
12. Iron Man 3 (2013)
13. Thor: The Dark World (2013)
14. Captain America: The Winter Soldier (2014)
15. The Amazing Spider-Man 2 (2014)
16. Guardians of the Galaxy (2014)
17. The Avengers 2 (2015)
18. Ant-Man (2015)
19. Captain America (???)
20. Thor 3 (???)
21. Avengers 3 (???)
(No News yet on Thor 3, CA 3, and Avengers 3)
Ok, let us not discuss what is out already since it's done and everyone knows about them. I would like to start the discussion by continuing from the films and see where Marvel will logically take this whole thing.
Let us start with the easy one, Iron Man 3. Pepper Potts or Happy Hogan dies. And Pepper might be pregnant. This will set up Iron Man's darker and more renegade personality in the next few Avengers. Also, a few originals from the Avengers might show up here to get a bit of introduction (and because Hawkeye and Renner was seriously dull, lol usb arrow!), maybe Antman and Wasp. Moreover, since Thor 2 is also underway, expect something Strange (wink wink) after the credits.
Thor 2: The Dark World is up next, and they will probably use it for the following: 1) expand on the beyond-Earth realm of Marvel; 2) legitimize Thor as god/king of Asgard (kill Odin? sad, but necessary) 3) redeem Loki. About Loki, I really think, fantastic as he is, is a bit underworked. He is a clever cunning deceptive devil in the comics, while in the films he just appears to be a diva. Although Marvel seems to be setting him up until the last Avengers. Also, official involvement of Dr. Strange in the entire arc.
CA: Winter soldier is a bit tricky. It is difficult to really pull this one off since CA is practically from another time. Though they will use this to build CA as the leader (to anyone who still doubts this, thinking it should be Iron Man or Thor or Hulk or whoever, read Thor Vol. 1 Iss. 390 [NOTE: he was able to wield Mjolnir (the only other one except Thor, along with Red Norvell, Beta Ray Bill), that's how awesome he is]). Also this is a good chance to develop some of the more "manual" characters - Black Widow, Falcon, ad Hawkeye (though we can use less of him really).
Now we go to the meaty parts. First: Guardians of the Galaxy. One would think that the Avengers-based Marvel is crowded enough as it is, but this is actually a good addition - as an introduction for Thanos, who is bound to be the main villain in Avengers 2. Include everyone, Star-Lord, Rocket Raccoon, Bug, Groot, Drax, Cosmo, Major Victory, everyone. And Thanos kills them ALL! This will set up what formidable epic movie Avengers 2 will be. Postcredit: Avengers, everywhere, shocked, lost, hopeless, meanwhile out there in the universe, Thanos courting the lovely Death, as is his only desire.
Second: The Big One. Avengers 2. After Thanos kills all of the Guardians, the Avengers have to summon everything they have. Can't really say enough about this except Thanos vs. The Avengers will be THE BEST EVER BATTLE IN THE HISTORY OF FILM*. Of course Thanos is defeated, but does not die. Enter... ULTRON. Oh my god!
Third: The Monster in the room. It is easy enough to forget about a solo Hulk after the disaster that was Ang Lee neon green Hulk and the "ok" Edward Norton film. But Hulk is too big too ignore (lol pun). Rumors have it that Avengers 3 is geared to include the return of the Hulk. Why return? Because he will be banished!!! The real problem with Hulk is that he really is too powerful on Earth. Therefore: Planet Hulk!!! Fucking bloody yes! Probably in Avengers 2, where Hulk smashes and gets more out of control than usual, postcredit he is sent outer space where he meets monsters equal to him. Also, revenge motives for the green monster.
Fourth: Thor dies. But don't be sad. He is a god. So he lives again, stronger (like Gandalf). Key stuff here would be Loki, Dark Energy, and Skrulls (to set up Ultron in A3).
Fifth, the big one, Avengers 3. Thor and Loki reunite. The Avengers are complete. OFFICIALLY THE BIGGEST BATTLE EVER AND THE BEST MOVIE IN THE HISTORY OF EVER!!!
* until Avengers 3