Characters who could and/or should be in the film, but probably won't be...
There are a lot of characters in the Marvel Cinematic Universe, and a lot of them will be in the next Avengers film. However, there are some characters which could greatly enhance the story that probably won't appear at all. Just to clarify, I'm only going to mention characters that have already been established in previous films (with one exception), so don't expect to see [Black Panther](movie:9047), Dr Strange or Ms Marvel on this list. The film has enough superheroes (due to the completely unnecessary twins) but some extra minor characters could be cool parts of the story.
5. Doctor Leonard Samson
Ever since its lukewarm reception and the Ed Norton dispute, The Incredible Hulk has been largely ignored in other films. However, the underrated film introduces some very important characters to the MCU, including Doc Samson, who was played by Ty Burrell, best known as Phil from Modern Family. Samson played a nice little role in that film and, despite being Betty's boyfriend, came across as a nice guy. That's because the character, later becomes Bruce Banner's psychiatrist and a hero, due to some minor gamma exposure.
The trailer for Age of Ultron clearly shows that the Hulk will get into a bad mood with his team-mates, Samson (without powers) could be called in to try to explain his behaviour, and he may well have to convince SHIELD to allow Hulk to stay on the planet.
4. Hank Pym
The aforementioned exception to the "established characters" rule, Hank Pym has already been cast and has been filming Ant Man, so he's kind of established. As most people pointed out when Ultron was first announced as the villain, Pym (aka: Ant Man, Giant Man, Yellow Jacket) was actually the creator of the Automaton in the comics. As far as we know, this role will instead be filled by Tony Stark.
However, a cameo or brief role would certainly reduce the complaining of some die-hard Ant Man fans (e.g. me). Pym could help with the creation, or indeed be called in as a consultant to try to stop Ultron. Perhaps a post-cerdit scene will introduce the character in preparation for Ant Man. Surely it wouldn't be too hard to give the original creator a cameo at least? However, it seems the role of resident Science pal will be once again filled by Dr Erik Selvig.
3. General Thaddeus "Thunderbolt" Ross
Easily the best non-CGI part about the Incredible Hulk, General Ross (played by William Hurt) has a special dislike for the green rage machine. Also, in the comics, the frustrated General experiments on himself to become the Red Hulk, although I doubt we'll be seeing that on film any time soon.
Ross, as presented in The Incredible Hulk, is obsessed with finding and stopping the Hulk. Surely, the Hulk turning on his team mates would pique his interest. You would think that, as soon as the Hulk does something wrong, Ross would be calling S.H.I.E.L.D. requesting his imprisonment/deportation/assassination. I can't be the only one who really wants to see Ross having a big argument with Nick Fury or Tony Stark about the treatment of the Hulk.
2. Justin Hammer
Sam Rockwell's Justin Hammer was one of the best parts of one of the weaker Marvel films. His cameo in the one-shot All Hail the King shows that Hammer has not been forgotten. Justin Hammer could resolve two questions that I still have about Ultron. "Why would Tony create a robot that goes bad? Isn't he a better scientist than that?" and "Why wouldn't Tony just put JARVIS in control of Ultron?"
Hammer, as shown in Iron Man 2, was working on armour for a while, his time with Vanko would have taught him much about drone technology. Stark could call on Hammer (cue prison break) to help build his intended replacement. Then, when Ultron goes bad, Hammer then reveals that he slipped some programming into Ultron which made him mistrust Iron Man. Sam Rockwell is a severely underrated actor and could pull off the sorrow and guilt required for this type of role. However, it seems that the film makers are more likely to put this guilt onto Tony's shoulders.
Minor Heroes: Falcon (Cap 2) and Mockingbird (Agents of SHIELD) have been regular Avengers in the comics. They're not in this one though, to avoid over crowding the team.
Love Interests: Pepper Potts made a cameo in the first film and Peggy Carter will appear in an Avengers 2 flashback. Who's to say that Jane Foster (Thor), Betty Ross (Hulk) or Sharon Carter (Cap 2) won't also appear?
More Science Bros: Korean actress Kym Soo Hyung aka Claudia Kim will play an undisclosed role in the film, potentially working as a scientist with Tony Stark and Eric Selvig will appear again. However, fellow Science Bros: Leopold Fitz (Agents of SHIELD), Jenna Simmons (Agents of SHIELD) or even Sebastian Sterns (Incredible Hulk), halfway towards becoming the leader, could have filled this role.
Loki: could well appear in a flashback to the first film
Cosmic Characters: Thanos or the Guardians of the Galaxy could appear in the post-credits. I think an appearance by Nebula, stealing Loki's staff would not be too out of place after the credits roll
1. Director Phil Coulson
For anyone who hasn't heard of [Agents of S.H.I.E.L.D.](series:722469), yes, Coulson is still alive. In the finale of the first series he was appointed as the Director of SHIELD by Nick Fury himself. The second, and much better, season of the show, sees Coulson rebuilding SHIELD from the ground up. He clearly has told no Avengers about this, but Fury and Hill, who are both in the film, certainly know. A slow build could see SHIELD trying to contact the Avengers, and the team asking Fury and Hill as to who is running the joint, now that they've quit. Then, when the team needs that last bit of inspiration, cue Coulson with an inspiring speech that ultimately kicks the Avengers into gear and quells any doubts the twins have about whether to join the team.
Coulson is a fan favourite character and is director of SHIELD so it doesn't really make much sense to not have him in the film, but all reports so far indicate that this is the case.Having this beloved character constricted to TV whilst the Avengers still think he is dead is a bad move, and the character should definitely be in Age of Ultron.
Either way, the film still looks incredible, the first trailer showed us plenty of great characters, and yet still included no sign of Baron Strucker or Vision. In the interests of preventing over-crowding, I can generally see why these characters were left out, but with the son of Coul, I have no such understanding.