My favorite Marvel films are Avengers, Thor 1, CA Winter Soldier, Iron Man 1. I recently saw Guardians of the Galaxy, which I had never heard of before, and liked it a great deal, but I don't consider it part of Agent Carter's Marvel Universe anymore than I would the Amazing Spider-man movies with Andrew Garfield, which are decent, but not great.
I was a bit bummed Netflix pulled all the Marvel movies from steaming. I wanted to go back and watch the first Captain America after seeing Winter Solider earlier this year. I ended up catching the last 15 minutes of it on some cable channel, so those movies are out and about on "free" TV. Now that I'm watching Agent Carter, I really want to see that whole movie again. Avengers was on Netflix as recently as a week or two ago. It's always in my "Watch Again" recommendations, but I see it's been pulled now too. I hope the licenses for all those movies get renewed in time for Age of Ultron.