@RobbyBevard:
That's why they're segueing into it bit by bit.
Introduce not humans with magic/high tech in Thor. Introduce flat out aliens and a space setting in Avengers. Expand on the above in Thor 2, while showing off the cosmic side in Guardians of the Galaxy. (Still the most risky of the movies thus far)
By the time they actually get to that story, the audience, and more importantly, the Marvel cinematic universe, will have had 3-7 years to be prepared for it. Ditto with Doctor Strange.
If they manage to keep this up for a decade or two, then (obviously some recasting by that point) their cinematic universe could be pretty damn crazy before too long.
Can you imagine an eventual Avengers 5 with aliens AND magic AND a whole messload of heroes, villains, and B listers?
Plus they did show the Gauntlet itself in Thor 1.