This may just be the speculation of myself and a few of my friends from work, but do people really not see that Steve Rogers (Captain America) is the Avenger that's going to die in Age Of Ultron? Bucky (Winter Soldier) is definitely supposed to take over as the next Captain America! It's Bucky Barnes, of all people, who becomes the edgier Cap in the comics, one that could transition beautifully to film as a successor that has no reservations about stepping up in Tony Stark's face and opposing him about things, especially if it's over the emotions of losing someone so essential to both of them.
Bucky knew where Steve Rogers would have drawn lines, he knew the guy better than anyone. Bucky would remember how Steve would chance everything he could to save him, and succeeded in bringing him back to his senses, so it's natural he would do the same, to carry out his legacy while carving his own. Stark always challenged Rogers values, but without that balance, it could throw him into some careless thinking, especially in terms of his mistakes in bringing Ultron out of the darkness. Tony doesn't have the ability to control anything, anymore, and that's a crippling realization, especially when it comes to a genius technician like him. It's not just humbling for an ego like that, is down right insulting. It can warp your perception beyond that of the problem, but to inadvertently increase the damage. Someone has to step up and stop him before he crumbles at the inevitable sight of his own personal horrors. Bucky knows those lines better than anyone. This will engage and stabilize the conflict beautifully into Infinity Wars!
How did I come to this assumption? Stark takes the emotional hit as a perfect example of the sentiment Joss Whedon has been mentioning, in terms of making The Avengers feel more grounded, more human. The subconscious struggle they have to face in themselves. The truth in Ultron's words, the fact that he did crush their hope first, their hope being Captain America.
Ultron needs to be a credible, memorable, cerebral threat, and what a more precise and cunning move than hitting the team with a direct shot like that? In the beginning, Loki served his lasting moment bringing them together for the first time, effectively changing things forever. What do you do to change things forever.. again? You strike in an unexpected, relentless, and powerful way. You send a message that hits beyond the nerve, into the soul. Ultron knows this. There is no way to avoid it.
Just because Chris Evans is in contracts to finish up a few appearances, I'm certain they will be flashbacks. This speculation that we keep hearing an Avenger will die is for good reason, along with the symbolism of it everywhere, like seeing the shield shattered in the trailers for Age Of Ultron, it's just powerful on so many levels. That broken shield is just the flag being waived in front of our eyes to let us know that the signs are there. It makes the perfect transition into the conflict of Civil War. This is what is the spark into what creates Stark's new mindset. Bucky will have no problem keeping to his friend's hopes and ideals intact, especially without his friend Steve's old ways and reservations to hold him back. The Marvel Cinematic Universe is about to get dark people, dark and powerful. Are you ready?