4. Hank Pym
Joss Whedon has confirmed that Hank Pym (or Ant-Man) will not be in the Avengers sequel - but that's not to say his creations can't be. Having Ultron as a Pym creation would be the most faithful route to go down with regards to the comic books. In Ultron's first comic book storyline, it is revealed that it is the creation of Pym, based on Pym's brain patterns. Ultron gradually developed its own intelligence, rebelled and developed an Oedipus Complex, meaning it felt an irrational hatred towards its "father" Hank. The Ant-Man movie is due for release just two months after Avengers: Age of Ultron - the latter could serve as an ideal way to notify the audience of his existence in the MCU and introduce him verbally, despite the fact that he isn't going to appear in it.