User blog comment:S-Man-X-Men6/Favorite Marvel Cinematic Universe Movies/@comment-4871269-20120506222700/@comment-1618941-20120507040647

Personally, I'd say Iron Man, Iron Man 2, and Thor (in that order) are worth a look, just to see how the characters in general come together. Thor offers a lot about Loki's fall from grace, while Iron Man 2 provide a prominent link in the chain.

The others have a really different vibe and don't add much unless you really want to see background for Banner and Rogers.