With Michael Douglas confirmed as Hank Pym and Paul Rudd as Scott Lang it looks like a version of my original idea could be coming true; http://www.comicbookmovie.com/fansites/SuperheroSpeculation/news/?a=80908
For a long time the following quote has been the only description of the Ant-Man plot; "The script for Ant-Man has been written by Edgar Wright and Joe Cornish, who plan to include Henry Pym and Scott Lang as major characters, with Pym as Ant-Man in the 1960s in a style similar to 'Tales to Astonish', and a flashforward to Lang as Pym's successor in the 1980s or '90s"
A lot has changed since the idea for Edgar Wright's Ant-Man was put forward before the first Iron Man film was made but I think the basic idea will be retained; Pym in the 1960/70's and then Lang in the modern day (around the same time as Avengers 2).
The basic plot set-up could be something like this;
We start with 'Ant-Man' breaking into a scientific research building to steal certain equipment.
A group of S.H.I.E.L.D agents (including Janet Van Dyne) go question the man that invented the technology – introducing us to the old Pym. This leads to a flashback to the late 1960's with Dr Henry Pym working at S.H.I.E.L.D when he discovers the subatomic "Pym particles". This can lead to a big period Sci-Fi/Spy adventure with Pym's Ant-Man . After this is concluded he decided it was too risky to pursue the life of a Superhero, shelves his uniform/equipment and return to safer lab work - in particular concentrating on his 'Ultron' concept...
Back in the present day (around the same time as 'Avengers 2') we learn that Scott Lang stole the Ant-Man suit and equipment from Pym's home. We can see him committing a few robberies but also discover that he is being blackmailed to steal scientific equipment to protect his daughter who has been kidnapped.
While this is going on, Pym and S.H.I.E.L.D agree that the best way to stop Lang would be for someone else to have the Ant-Man tech. This leads to Pym training Janet Van Dyne to basically become Wasp. This leads to Wasp capturing Lang. Once the reason for Lang's actions are revealed Lang & Wasp team up to get his daughter back and capture the bad guys. Pym does not press charges and a friendship develops between the older Pym acting as mentor to Wasp and Scott Lang, the new Ant-Man. Both Lang and Wasp join the team in Avengers 3...
Some pros for this approach;
The bad guys would not be the usual 'opposite' that we have seen in the other MCU origin films. Instead any of the various groups/compaines can be involved - AIM, Hydra, Quinn, Centipede, etc.
Although 'Captain America: The First Avenger' had modern day bookends this would be the first MCU film set in two different time periods. I'd imagine the 60's/modern day split to be roughly 30/70. This would place part of the story between the first 'Captain America' and 'Iron Man' films in the established MCU timeline, a time period as yet unexplored on-screen.
In the comics Ant-Man and Wasp were founding members of The Avengers. Although this isn't the case in the MCU, having Pym working for S.H.I.E.L.D back in the 1960/70's could allow him to have an early role in the MCU. You could even have him as a key early member of S.H.I.E.L.D.
It could lay groundwork for MCU events e.g Ultron being started by Pym in the 1960/70's and then the research & development carried on by Tony Stark in Avengers 2.
In 'Iron Man 2' Nick Fury states that he knew Howard Stark, who was a founding member of S.H.I.E.L.D. Both men could have cameos in the late 1960's/early 1970's section of the film.
You could have fun Easter Eggs such as early concept designs for the Helicarrier, or set up upcoming films e.g mention that Wakanda is closing it's borders...
It could explain the whereabouts of the Cosmic Cube between being picked up by Howard Stark at the end of 'Captain America' and then appearing with Nick Fury at the end of 'Thor'.
Setting Pym's story in the 1960's avoids having another genius scientist (we already have Stark & Banner) in the modern Avengers team.
A chance for different relationships to be explored in the MCU; the master/apprentice relationship between Pym and Lang/Wasp in the present day.
This would make Wasp her own character rather than just Pym's wife, and bring another female hero into the MCU and Avengers team.
The introduction of Lang would bring in a different type of hero; one who is neither given powers or the inventor - he instead starts as a thief.
They could have a cameo of someone in the Ant-Man suit in 'Avengers 2' but not reveal until the Ant-Man film (released after 'Avengers 2') that it was in fact Lang, in the process of stealing the suit.
If we get an Ant-Man sequel before Avengers 3 it could have Lang becoming Giant-Man, leading to potentially having Pym's Ant-Man, Lang's Giant-Man and Wasp in the battle against Thanos...