They have kept their "big" villains alive so far. Skull, Loki, WS (obv), Abomination, Leader. I don't think anyone cares that Stane, Whiplash, 'Mandarin,' that version of Malekith, and that version of Ronan are dead.
And Ultron will be "killed" but once again, he is another villain that is incredibly difficult to kill due to him just transferring is mind to some other computer.
Marvel still has a ton of villains they can use. Really wish they could get Doom and Galactus back though