Has it been revealed when it will be set? I hope it jumps back in time, it would be good to see some stories set around Captain America's era (if SHIELD were formed then, I can't quite remember if they were referenced in the film at this moment) and even possibly around the time of the other movies.
A deleted line from Nick Fury in Captain America: The First Avenger
stated that the division that Philips, Stark, Erskine, Carter, ect; all worked for, the SSR, became SHIELD after the war. This contradicts the first Iron Man
movie in which SHIELD is said to be a new department, but is consistent with Iron Man 2,
which states that Howard Stark was a founding member of SHIELD. YMMV.
As for stuff relating to the other movies, I would love to see some resolution to the dangling Samuel Sterns thread from TIH.