So after seeing Thanos in the mid-credits scene in The Avengers, I have to think that this was a strategic business move by Marvel Studios to include him, and not just because story-wise he is a credible big-bad for the Avengers to tangle with.
Thinking about it, he's a cosmic bad guy who is a primary villain for the Silver Surfer, whose rights are owned by Fox. By Marvel Studios "claiming" Thanos --assuming there was ambiguity in which cosmic characters Fox gets to use, of course-- Marvel Studios takes him off the board for Fox to use. That in turn makes it that much harder for Fox to come up with a credible Silver Surfer story, and, if the Silver Surfer's licensing deal requires usage of the character to continue it, then that is one less thing they have to use to keep Silver Surfer and one more step for his rights reverting to Marvel. Total speculation on my part, but never the less, losing Thanos is one more hurdle for Fox.
Also, as others have noted in the Avengers movie thread, Thanos is pretty much the equivalent of DC's Darkseid, (super powerful cosmic bad guy worshipping death and destruction with alien armies to command in search of power). I have to figure that if DC wants to do a Justice League movie, which has been rumored in one form or another since forever, they'd need Darkseid as the big-bad. I admittedly don't follow DC, so I'm not up on their rogues gallery, but even I know Darkseid is the arch-enemy of the JLA.
However, before DC can realistically do a Justice League movie, they need at least one credible Superman movie (out next summer), a Wonder Woman movie, a Flash movie, pray people forget how bad Green Lantern was yet remember he's out there, and they have to end Chris Nolan's run in Dark Knight Rises in a satisfactory way yet also leave Batman open for potential movie cross-overs -- no small task for sure.
Marvel is at most 3 years away from Avengers 2, if they want. DC, on the other hand, considering how much world-building they have to do, is probably at least 5 years away from a Justice League movie. That gives Marvel plenty of time to establish Thanos in the eyes of Joe-Movie-Goer, especially if he appears in Thor 2. By the time a Justice League movie comes out, Darkseid would probably be seen as a rip-off of Thanos. I have to think that Marvel introducing Thanos either takes Darkseid off the board or severely complicates his usage for DC, which one would have to believe is a huge blow to them.
I have to think that these or similar reasons are why Marvel went with Thanos instead of say Kang, Ultron, Count Nefaria, Zemo, etc. Using Thanos is a big blow to a rival superhero team-up movie, and puts them one step closer (however big or small) to reclaiming a well-known character. Pretty slick move Marvel!
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