What I really loved about Thor, was they're take on S.H.I.E.L.D because they made it really seem like some mysterious agency that just came out of nowhere.
When Thor goes to get his hammer, and just that entire scene of where S.H.I.E.L.D had set up they're camp was literally perfect, It had just the right feel to it, It had that good secret-agency / classified / none of your business, stay away ) Type of feel.
Of course S.H.I.E.L.D was in IRON MAN 2. but i mean that was like a 5 minutes or less, besides having Coulson and Black Widow most of the film, but back on THOR.
I felt like it was the best they have done on the feel of S.H.I.E.L.D yet, and they really delivered with the Agency feel, And then Avengers being S.H.I.E.L.D most of the movie i felt like they weren't that agency anymore you know? Of course its the main headquarter and everything, but still.. Instead of an Agency it was like an Army.
I felt like S.H.I.E.L.D was the army, Nick Fury was the President, Agent Coulson and the other guy's were Agents from the Army?.
I just felt like they expanded it good, but a tad too far, They did show the Army trying to fight off the Aliens, and talked about it for a second but that was the only time, i think if they mentioned the President, and other Government Officials talking to Nick Fury, or threatening to shut down S.H.I.E.L.D something like that, you know?.
But besides that, I love S.H.I.E.L.D, and the new show is bringing that Agency classified feel back to it which is good!
http://www.youtube.com/watch?v=0CpYb3Qdrmc