Most people here on CBM know this, but not everyone: Iron Man 2 takes place before The Incredible Hulk. We know this due to several references made as well director Jon Favreu's comments made on Iron Man 2's commentary, towards the end of the film. And obviously, Captain America: The First Avenger is first, as the majority of the film's plot takes place in the early 40's.
Where people get hung up is Thor and The Incredible Hulk. While I suppose it's no big deal, and people are gonna watch whatever order they're in anyway, I figured I'd clear this up.
The events of Iron Man 2, Thor, and The Incredible Hulk all happen within a few days of each other. Right smack in the middle of Iron Man 2, Director Fury says he has things to deal with in the southwest region--so we know Thor is starting. Later on Agent Coulson actually leaves to deal with those Asgardians. But we also know via a SHIELD screen at the end of Iron Man 2 that The Incredible Hulk has started as well, as we see the fallout from the incident at Culver University.
Open the image in a new tab and zoom in if you need to. This official MCU timeline shows that
Thor's events (for the most part--not including the post credits) wrap up before
The Incredible Hulk's events wrap up. This is why it's best to watch
Thor before
The Incredible Hulk.
So here is the best viewing order of all the Marvel Cinematic Universe footage:
Captain America: The First Avenger
Agent Carter (season one)
Iron Man
Iron Man 2
A Funny Thing Happened on the Way to Thor's Hammer
Thor
The Incredible Hulk
The Consultant
The Avengers
Item 47
Iron Man 3
All Hail The King
Agents of SHIELD (1x01-1x07)
Thor: The Dark World
Agents of SHIELD (1x08-1x16)
Captain America: The Winter Soldier
Agents of SHIELD (1x17-1x22)
Guardians of the Galaxy
Daredevil (season one)
Agents of SHIELD (2x01-2x19)
Avengers: Age of Ultron
Agents of SHIELD (2x20-2x22)
Ant-Man
If you look on this list, you'll notice I put Daredevil between the two seasons of Agents of SHIELD. I need to address this. SPOILERS follow.
I have heard several people say that they think Daredevil takes place in between Avengers and Iron Man 3, as there are no references to any Phase Two happenings. While this is true, I think Fury's SHIELD would have shown up in the season finale of Daredevil, when they're taking down Wilson Fisk and all his associates. One could argue that it's really none of their business, but this is dealing with a vigilante in Hell's Kitchen who is taking big matters into his own little hands, and simply refuses to go away--besides the fact that Matt Murdock is technically enhanced. The reason only the FBI show up is because the intelligence organization SHIELD is now much smaller and completely different--and busy fighting Hydra.
You'll also notice I left out the Agent Carter one-shot. This is because I am completely certain this one-shot is no longer canon. I could go on and on about how the character's arcs contradict each other for them both to be canon, but I'll trust that most of you are smart enough to notice this. I already wrote another article and I'm getting hungry as [frick]. Writer Christopher Markus said "we all agree and understand that [keeping continuity with the short is] going to get tougher if we continue" making the series.
So there they all are, my gift to you. Ignore it, use it, but if you don't use it you're going to Hell. Have a great evening!