I imagine there are other SHIELD teams as well as rival agencies. Hydra, perhaps, could make for a good recurring villain.
Given that IM3 introduced A.I.M., I'm hoping it will be a recurring presence in future productions and eventually have its ties to HYDRA revealed. Although that would probably best be done in Cap 3 as a way of bringing the Red Skull back.
I really hope they work out a way to have Mutants at some point, as that is a pretty big part of the Marvel Universe to have to leave out.
Except it's usually off on its own, and even in the MU it can be hard to reconcile with the rest of what's going on. In X-Men comics and TV shows, the general public is prejudiced against anyone with superpowers, but in other superhero shows in the same universe, you never see those attitudes toward superpowered beings, except
during crossovers with the X-Men. Maybe it's best to have the Fox X-Men series existing in a separate reality from the MCU.