Joss Whedon told Entertainment Weekly that they will not try and out do the Shawarma scene from the first Avengers film. There will be no post credit scene in Avengers: Age of Ultron. The director said that everyone came to this conclusion on their own and they "don't want to chase that".
That's not to say there won't be a tag in the film. There will be an epilogue that will appear shortly after the credits begin… but nothing at the very end of the credits.
And thought the film will include a lot of superpower characters, one that will not be appearing is Captain Marvel. There is a surprise female character in the film who will be familiar to fans, but it's not Carol Danvers. There is also a female instructor we see for the Black Widow and it is a very powerful moment for the Scarlett Johansson's character.
Linda Cardellini (E.R.) and Julie Delpy (Before Sunset) have been confirmed as part of the cast, though there roles have yet to be revealed.