What comics do I need to read for The Avengers 2? Should I just read Age of Ultron? or should I just read about Thanos? Avengers 1-3 are going to build to him
I don't think Avengers 2 is actually going to be based on the Age Of Ultron comic series. Reading about Ultron could be useful, but I'm not sure what would be specifically best to read, seeing as we don't know for sure what he'll be like in the film.
Isn't it supposed to be more about the chaos he had caused, i.e., the "Age Of Ultron" itself? And do all those copies of him not count for anything?
No, they don't.
Age of Ultron was an event about a villain, who, in fact has been a major threat for the avengers. The book opens with him already screwing everyone over, and the heroes have to regain control of the situation. Ok, i can buy that. But then the series becomes about wolverine for no apparent reason, with Ultron becoming the side, background character.
Then the heroes break time, which even for a comic, is pretty F*cking stupid. it wasn't an event, it was a pathetic excuse for crap. yes, it's not even worthy to properly be called crap. Bendis wrote half the characters idiotically and wanked the characters he liked, as he always does.
As others have mentioned, Avengers: Age of Ultron only borrows the name from the event and none of the plot from Bendis' story.
I don't think there are any must read stories since I'm sure the movie will only pull loosely from source material as all the Marvel movies have done so far. If you want to read an excellent Ultron story which I personally believe will be part of the source material used for the movie (at least one scene anyways), I would recommend reading Ultron Unlimited by Kurt Busiek and George Perez written in 1999. It's one of my favorite Avengers stories.
@theacidskull: Wolverine and Sue Storm really. Blocking in case the OP wants to read the series at some point. I thought it made sense to follow them into the past, as I can't see how the team going into the future could have made as much of a difference. They maybe could have stopped Ultron, but it seems less likely that they could have put the world almost back to normal. Wolverine and Sue Storm going back led to the solution to the problem, via the bigger problem.