I will cut right to the chase and say I think Ultron should be the enemy.
Now I know that whoever reading this may be thinking "No, save him for the Avengers!" But hold on, nobody said Ultron would DIE in this movie. Ultron has always had one major flaw, his interior, which unlike his exterior, can be damaged. And I think that if Ultron were to be the enemy in Ant-man, that is how he should be defeated. For a few reasons, one being that Ultron would definitely be upgrading himself for the Avengers sequel, and since we would have already established that Ultron cannot be defeated by conventional methods, if he fixed the one chink in his armor, then it would make for a much more dangerous villain. And that would definitely get me more excited than if he just started raising hell in the sequel out of the blue, plus he would likely have already built a fanbase since he appeared in a previous movie, which would only garner more hype.
Another reason why I think that it would be best to have Ultron as the enemy would be because of the story about Ultron, he is Pyms biggest failure. He is to Henry Pym what Two-Face is to Batman. The biggest reminder of his mistakes. It makes for a good story, at least in my opinion it does.
And lastly, in all honesty, the general public has no idea who the hell Ant-man is, and while I know who he is, And I know a bit about his lore, I haven't got the slightest clue who his enemies are. The only one I can think of is Klaw, and thats based on my knowledge from Avengers:EMH. In addition to that, a guy who can shrink and grow and talk to ants may excite some, but it would also seem pretty lame to many others, and while I would buy a ticket no matter what, I do want these movies to be successful, so that they can make more. And people have shown time and time again that they like killer robots, and obviously Ultron is MUCH more than just the Terminator, but the point is that it may excite others who may not have gotten excited before.
Do I think that this will happen? No. But I still think it is a good idea.