Age of Ultron is a tale that stands on its own—no need for any narrative chicanery here. Instead, we're given a pretty straightforward "first A, then B, then C (etc.)" plot line that follows a linear development from start to finish. Along the way, we'll get cut-aways of story lines that are running in parallel ("meanwhile, in Sokovia, Ultron hooks up with the Maximoffs"), but those also all run in the same direction. Heck, even the flashbacks (like when the twins describe their family being killed by one of Tony Stark's missiles) are told in real time.
As a result, we're focused entirely on the film's conflicts and characters, but that doesn't mean that there's nothing to think about with this movie. Check out "Themes" for all the things that make your brain perk up and do some exercise.