One of the complaints people (like me) had about a few of the first Marvel Studios movies was that the inclusion of SHIELD was an albatross. For me Thor and Iron Man 2 both spent too much time with the elements outside of the core story, and felt very much like the company laying the groundwork for The Avengers rather just telling a ripping yarn.
That's going to change now that The Avengers is hitting theaters, Marvel Studios president Kevin Feige told me in a one on one interview at the junket for The Avengers.
I think it will feel less overt now. Most people, most audience members, don't keep track of it. The people who do know say 'Oh, they only did this to lead into that!' Maybe they'll still do that with our next few movies, but it 'll be much less overt. I think they'll be more likely to go, 'What the fuck do they do now? How the fuck do they get to Avengers 2 now?' Which I actually like.
The Avengers certainly sets up the next phase of Marvel Studios movies, which will probably lean more cosmic (I talked to Feige about that as well... expect to read about that this week). I suspect that the core movies - Thor 2, Captain America 2, Iron Man 3 - will have the pressure off them for the next film. Expect the wave of cosmic movies coming up, including Guardians of the Galaxy, to lay the foundation for The Avengers 2.