"Building" what brehs?, we're almost at the end of Phase 2 and The character hasn't done a damn thing of note or even been mentioned in passing, there's no buildup at all. Nothing in Iron Man 3, nothing in Thor 2 and there wont be anything in Captain America 2. Thanos isn't even going to play a major part in The Avengers 2 or this movie, character has absolutely no presence at this moment in time. This is the "big bad" and so called "mega villain" we're talking about. The only thing Thanos is right now is just "some character" who smiled for some reason at the other at the end of The Avengers..
So far he knows the location of 2 Infinity Gems and instigated a war with Earth solely to test the Avengers. Just because he isn't on screen doesn't mean his presence isn't being built up. And his first major appearance will be in "Guardians of the Galaxy" which is right around the corner. Hell, Zoe Saldana's character Gamora in that movie is his daughter, so he'll be around.
"Avengers 3" don't drop until 2020 or some crazy shyt, trust me they got time to flesh him out more.
Fred.