Ultron has been a villain of the Avengers, but he (it?) is integral in the development of Hank Pym (aka Ant-Man's) character. Pym created him/it and has been haunted by it ever since. He's his foil, the symbol of technological innovation gone awry. He could easily be introduced/built by Hank in this film and take on The Avengers alongside Thanos in later Avengers films.
As for your argument on Scott Lang... nobody in the general movie populace knew who the hell Whiplash, Iron Monger, War Machine, Abomination, Thanos, or debatably even Loki were, either. Their respective films introduced those characters to the masses - only the huge ones (like Doctor Doom, Green Goblin, etc.) are known to the general public before a major blockbuster film. Ant-Man would theoretically introduce Scott Lang. It's not really the selling point to the film, anyway, as long as the villain appears threatening and appealing in the ads (which could easily be done). Scott Lang actually lends a lot of emotional weight to the Ant-Man stories and could be neat if executed correctly.
And finally, as for the Thanos prep, Thor was a film that prepped Loki for Avengers 1. I concede that this is probably not gonna be the plot of Ant-Man (it makes more sense for him to be the antagonist of Guardians of the Galaxy), but my point is it's not out of the question for Ant-Man to set up a major villain for one of the other flicks.
I guess we'll have to agree to disagree on not wanting to see this film, but it seems Marvel is convinced it'll do well enough. The outcry of fan support doesn't hurt its chances. That, and it'll probably have a lower budget than some of the other mega Marvel films, so less risk. The bottom line is Hank Pym has to be introduced into the Marvel Universe... and he's too important/complex of a character to be shoehorned into one of the other planned films.