NGN, did you catch the clip in Thor where it shows the Gauntlet?
This the set up for Thor 2, The Gauntlet and the Scene with Thanos in it. Thanos needs the Infinity Gauntlet. Thor 2 must show him coming to get it. From there, Thanos will show up in Guardians of the Galaxy
I'm not convinced about that, I think the Gauntlet was simply an easter egg not a set up. Thor wrapped before Joss became involved with the Avengers and the Gauntlet was seen in a prop showing off at around that time. And it was Joss' idea to have Thanos. He's also said that what he's done in The Avengers and the way he did it won't influence or give away what the other Marvel directors are doing/want to do. I think it's more likely to be a setup for Avengers 2, or at a stretch Thor 3 if they could get that done before Avengers 2, which would probably be pushing it. (Doesn't Thanos take over Asgard? And the Avengers kick him out? Could give a great cliffhanger to a Thor film!)
I've also seen that Thor 2 could have Executioner/Enchantress involved.
I wish they'd hurry up and confirm things! (Like the 2nd 2014 project! Which could be Ant-man from interviews which say that that's closer than it's ever been to being ready to go.)