For a super-intelligent sentient robot, Ultron is woefully bad at world domination.
His initial idea of getting the nuke codes is pretty standard villain fare, but his actions from then onwards are just straight up illogical.
First up, one of the major advantages of being a sentient, self-replicating computer program is that it makes you difficult to catch, shoot or otherwise control, making him largely invulnerable to Thor's rippling muscles and the Cap's thousand yard stare. Despite this, Ultron takes one of his greatest strengths - his intangibility - and massively weakens it by uploading himself into a frail humanoid body.
Secondly, his plan of dropping an Eastern European town from the stratosphere to cause an extinction event is just garbage. Ultron presumably knows how big the Earth is and that this would be insufficient. If you're in the business of crashing impossibly enormous masses into the Earth to obliterate humankind, use the moon next time.
Did we miss one? Let us know in the comments.