This is the order you should watch the films in the Marvel Cinematic Universe, because it can get a little confusing as to what order it all comes in (story wise).
**Please Note, there are many different interpretations of this.This is my personal preference. -- I have left out the TV/Netflix series because, all though they're awesome, they don't affect what goes on in the movies, as of yet, they could in the future though, who knows?
Captain America: The First Avenger
The Incredible Hulk (Optional- Not really necessary)
The Avengers: Assemble
Thor: The Dark World
Captain America: The Winter Soldier
Guardians Of The Galaxy
Avengers: Age of Ultron