Spoilers follow for Thor 2! You have been warned!
I've been trying to stay away from the Thor 2 spoilers as knowing everything ahead of time does in a way almost ruin watching a movie, but moments ago the mid-credit scene made it's way online which features Benicio del Toro as The Collector with Jaimie Alexander as Sif and Ray Stevenson as Volstagg.
Sif and Volstagg delivered to The Collector a powerful object on par with The Tesseract (Cosmic Cube). It's learned that The Tesseract now resides on Asgard, and for some reason, Odin or Thor doesn't want to keep TWO INFINITY STONES in the treasure chamber. So obviously that means The Tesseract is an Infinity Stone (called Infinity Gem in the comics). The Infinity Gems in the comics are the Soul gem, Time gem, Space gem, Mind gem, Reality gem, and Power gem. Now that I think of it, has The Tesseract in the Marvel movie universe ever been called a Cosmic Cube? Or is that just what everyone insinuated? It's not really that big of a deal, I guess.
The Collector goes on to state "one down five to go," which is obviously a reference to the Infinity Gauntlet (when the gems come together they give the wielder infinite power). I'm also curious why the Asgardians would give The Collector such a powerful object in the first place. Interesting. We can also gather from this that eventually The Collector (or Thanos?) will have to go after Asgard to get The Tesseract to complete the Gauntlet (or to complete The Collector's "collection").
Regarding the mid-credit footage, which Thor 2 director Alan Taylor didn't seem too thrilled about: I thought Benicio del Toro nailed the role, but I'll admit the costumes and make-ups could have looked better. Part of the intent with The Collector in the scene could be that he was mocking the "royal" Asgardians.
The scene also could further tie into James Gunn's Guardians of the Galaxy movie as possibly Star-Lord steals the artifact from The Collector. A piece of Guardians of the Galaxy concept art revealed what looked to be some sort of object being talked over, which interestingly enough has been long speculated to be The Tesseract. It could be the artifact in question or a third Infinity Stone altogether.
One more interesting tidbit is that recently Jaimie Alexander said we'll see more from Sif. Looks like in Guardians of the Galaxy, I would say.