Iron man is in the next captain America film...
As for age of Ultron.
I liked it a lot, but not as much as the first avengers film, nor as much as guardians of the Galaxy. I put it on a par with the winter soldier.
I wasn't keen on the start of the film. It felt a bit rushed (but that might be due to the fact, that even tho the showing was due to start at 09:00, the cinema didn't open until 09:12, 2 queues later [they didn't tell me when I bought the tickets, that 3d glasses were now extra] I got into my seat half way through the trailers!) and contrary to what most people have said I didn't really like James spader as Ultron, I thought Tom Hiddleston as Loki was a much better baddie.
I agree that the age was rushed, it would have been nice to see his legion taking control over the world and ruling for some time, with the heroes having to really struggle to get scarlet witch out of their heads.
The climax itself wasn't a patch on the Chitarri invasion from the first film.
I'm really glad I didn't see much in way of promotion before I saw the fim. I had no idea the vision was going to be in it, but he is in all the promotional junk in shops, and the trailers, and previews and such seem to have about half the film in it!
My current mcu film ranking is:
1) Avengers assemble.
2) guardians of the Galaxy.
3) the winter soldier
4) age of Ultron
5) Thor 2
6) iron man 3
7) iron man 1
Thor
9) captain America
10) the Incredible Hulk
11) iron man 2
Numbers 1 and 2 are far out ahead and not separated by much, with numbers 3 and 4 also very close. Numbers 7 through to 11 are likely to change in order, I don't think any of them had as big an impact on me as the others as I didnt see any of them at the cinema.