In all honesty, I think Tony Stark should be the one to create Ultron in the MCU. After all, Stark has been shown to possess advanced A.I. (Jarvis) as well as the means to manufacture robotics on a large scale.
So unless Wright's Hank Pym is a mechanical engineer/computer genius too, it would seem a little forced to have Pym be Ultron's creator.
As for Phase 2, I think Masters of Evil/ Thunderbolts / an "Anti-Avengers" could work. Winter Soldier/ Enchantress or other Thor villain/ Scarlet Witch/ Quicksilver/ The Leader/ Baron Zemo and maybe Justin Hammer would be a solid roster. At some point Wanda & Pietro jump sides and become Avengers.
I'm also hoping that the twins are revealed to be Inhumans and one of the mystery Marvel movies just announced is an Inhumans film. That way Marvel has their own "team" of superpowered beings outside of the Avengers/ GotG since they don't have the X-Men. After all, there's not that much difference between the Inhumans and mutants.