Sorry, didn't see this reply. In order of their events:
Captain America is okay. Introduces some otherworldly tech that has big ramifications in the storylines. Otherwise it's a WW2 comic book movie. (Introduces Howard Stark, Captain America and Bucky Barnes)
Iron Man was the movie that kick-started the Marvel films. I'd recommend that (Introduces Iron Man, SHIELD, Agent Coulson and Nick Fury).
Thor introduces important characters on both sides of the fight (Introduces Thor, Loki, Hawkeye).
The Incredible Hulk I haven't seen. (Introduces Hulk)
Iron Man 2 features a couple throwaway villains and big battle at Not Epcot Center. (Introduces Black Widow)
The Avengers combines them all together in a pretty epic battle in New York City and introduces Thanos, the ultimate evil in the Marvel universe.
Iron Man 3 takes place after The Avengers and is basically some action and Tony Stark dealing with PTSD from the events in NYC.
Captain America 2 is really good. Political thriller wrapped in an action movie. Basically talks about NSA surveillance. And Cap calls the government a bunch of Nazis. (Introduces Falcon and The Winter Soldier)
Thor 2 introduces another piece of tech like the one in Captain America.
Guardians of the Galaxy takes place in the same universe, but far away from Earth. Third piece of tech revealed and explains that Thanos is after all 5 pieces. (Introduces Star Lord, Rocket Raccoon, Groot, Gamora and Drax the Destroyer)
So, I recommend Iron Man 1, Thor 1, The Avengers, Captain America: The Winter Soldier and Guardians of the Galaxy.