I'm actually thankful of what I'm about to say because it saves me 6 years of waiting for Thanos's defeat scene, which there won't be one (The last thing I want is a repeat of Voldemort, although he did get defeated in quite a satisfying way). It's a dead giveaway to the ending that Joss Whedon is doing it. Not that I don't like Joss Whedon series, they're still fun all the way through, and it'll be kinda fun trying to guess which heroes are gonna die. Nick Fury will without a doubt, he's Samuel L. Jackson so I imagine he has tons of fans, which makes him a big target for Mr. Whedon. After all, guns don't kill people.
Now, the pattern to Joss Whedon that makes him predictable when it comes to final, final endings is that he always leaves the Biggest Bad inconclusive. He can kill any other villains he wants to, including main villains of other seasons or movies, he can kill Ultron if he wants, and he killed the villains of Seasons 1, 3, 4, 5, and 6 of Buffy the Vampire Slayer, not to mention the Hands of Blue (and Lawrence Dobson, after retconning his death) in a tie-in comic set before Serenity, but when it comes to the biggest, final, and most evil or significant antagonist of the series, that character is the only character in a Joss Whedon series that is guaranteed to make it through to the end, even though they don't win they'll leave a karma houdini. Let's review Joss Whedon's three main series:
- Firefly. The Alliance acts as Firefly's version to Star Wars's Empire. It is said that the Parliament runs the Alliance, but we never actually see them, except for maybe a small appearance by who may or may not be a Parliament member talking to The Operative in the comic. There is speculation as to whether or not there is a titular monarch in the Alliance, but not enough information is given to confirm whether there is. By the end of the movie Serenity, which concludes the series, their regime is weakened, and The Operative sees to it that they're not after Simon and River anymore, but will want revenge on Mal, leaving us to wonder forever what happens next. (Note: It's the only one of the three I've seen all the way through, including the movie and the comic)
- Dollhouse. This one is a bit different, and spoiler alert to anyone who hasn't seen it yet, but Boyd Langton is the main villain, head of Rossum who wants to dominate the world, and he is killed in an explosion in the end. But he is not subject to Joss Whedon Immunity because before he was revealed as the villain in his second last episode he was the likeable hero, just the kind of character he would kill, so making him the villain just takes that a bit further and is stronger than Joss Whedon Immunity. And no such trick is played with Thanos, he's established as the villain before he's even seen clearly. Or maybe this was one series he decided to give full closure to, since it was doomed to be cancelled after the second season.
- Buffy the Vampire Slayer. A total of 7 seasons. As mentioned above, he kills the main villains of Seasons 1 and 3-6. But the Season 7 villain, First Evil, or The First, is easily considered the biggest and most evil villain due to being a manifestation and origin of all evil, the most dangerous Big Bad of the series, and obviously the final antagonist. I did some looking into it, it says it was defeated when its army was destroyed and the Hellmouth closed, but it never specifies what happens to The First itself. The only clues I found were that Buffy Wiki didn't list it as "Deceased individuals", and Villains Wiki lists it as "Living Villains", without "Redeemed villains" or "Imprisoned Villains". "Living Villains" itself means the villain is still alive and active, and is synonomous with Karma Houdini if they're not redeemed.
- Angel. Although set in the Buffyverse, it has antagonists of its own. I haven't seen it (as of latest update, seen up to halfway through Season 7 of Buffy) but I've read about it, its villains sound like a clone of the Alliance: An evil interdimensional law firm, Wolfram & Hart, and best I can gather, the leaders are these demons called the Senior Partners whom we never see in the series, let alone get a defeat scene. Buffy seems like a regular TV series but it was his first, and I think The First is what started his pattern on account of "The First cannot be killed".
Get what I'm saying? For the Parliament, the Senior Partners, and The First, no death, no imprisonment, no redemption. Boyd was a special exception. For the Avengers series altogether, Thanos is easily their counterpart, as two of the other main villains (Loki in The Avengers and Guardians of the Galaxy's Ronan the Accuser) are working for him, as well as the Chitauri being the big threat to Earth in The Avengers who serve The Other, and The Other serves Thanos. Joss Whedon also said, in response to Thanos's absence from Age of Ultron, "Thanos was never meant to be the next villain. He's always been the ultimate overlord of shadow and villainy." Or something like that. Thanos is the biggest, most powerful, shadowy, and evil villain in the series even from what little we know of him already (even his own servant The Other is more shadowy and sinister than any of the other villains not affiliated with him), and as Avengers 3 will be the series finale, and Thanos is confirmed as main villain in it, he is the final antagonist, thus making him an exact mirror to The First in Buffy the Vampire Slayer.
So that being said, Thanos will kill a few of the heroes, and in the end, get an unofficial defeat at the hands of The Avengers, and decide to leave Earth alone from now on, or else have access to Earth cut off but at the same time not sealing him in another dimension in an "imprisoned" style. Maybe a post-credits scene shows him decide to try his luck with another world or something. Or else shows Death rejecting him, leaving him to sulk, apparently trying to pass for an utter defeat without death, imprisonment, or redemption. But without a doubt, this is how it ends.
Save you all the trouble for those waiting for and expecting the biggest, evil, and most shadowy villain getting as spectacular a death scene as (or one more spectacular than) Obadiah Stane, Ivan Vanko, King Laufey, Red Skull, and Aldrich Killian, and no doubt Malekith, Crossbones, Ronan, and Ultron will get, as well as all the Phase 3 villains before Thanos. Again, as disappointing as that is, I prefer it to having to wait 6 years wondering how they defeat him (they should've done it like they did James Bond films starting from Live and Let Die).
(Updated on November 3rd, particularly the Dollhouse paragraph since I just finished it, further updated February 12th)
New update: My new theory is that we'll never even see Thanos in future films, and that the only time we ever see Thanos in the Marvel Cinematic Universe at all is his small cameo at the end of The Avengers. We never even see the rulers of the Alliance or the Senior Partners, why should Thanos be any different? They haven't even listed an actor next to his name in Guardians of the Galaxy, which must mean no one's playing him, if they wanted a surprise why tell us that Ronan and his allies are working for Thanos? In Avengers 3, Thanos will probably send an extremely powerful servant after the Avengers, and they defeat him and weaken Thanos's regime, but we know he's still out there and it sort of ends in cliffhanger despite fully intended as the last one. Sound familiar? We'll have a repeat of Firefly and Angel. Besides, I've read The Thanos Imperative and even with guys like the Hulk I somehow find it hard to imagine Thanos in action in a live-action film, or even having speaking roles.