From the interviews that I've seen, Downey seems pretty content with his current position. Iron Man was initially going to be the lead of The Avengers, but he and Whedon agreed that it didn't work as well, and the movie was re-written. He said that it was nice that he didn't have to carry this one, so it could have a more natural focus on the team.
Well, initially it was going to focus more on Cap, as he was supposed to be in charge, RDJ objected on the logic that Stark as he plays him wouldn't be the sort to take orders and that he should be in charge, which may be a ploy to get more screen time but is still a good point. Supposedly they then negotiated that down to more or less what we got.
I thought that SHIELD, being the Strategic Homeland Intervention, Enforcement, and Logistics Division, seemed pretty obviously American. What kind of international organization uses the word "homeland" to identify itself, the way that Homeland Security does?
I kind of like the idea that it started as a US organisation and then sort of evolved into something that the DOD lost control of once they put Fury in charge. He clearly has no qualms about telling his boss to shove it if they make a stupid decision and Fury seems like he would object to a lot of the plans that the government came up with in The Incredible Hulk and Iron Man 2, so he may just have gone elsewhere to ask for funding and been public enough that the US doesn't really want to take him down messily.