Joss Whedon is just messing with us at this point. Remember when the director said that Avengers: Age of Ultron won't have an end-credits scene after the film — something Marvel films are known for at this point? He was technically telling the truth there. Avengers: Age of Ultron won't have an end-credits scene; it will have a mid-credits scene.
Whedon originally said of trying to top the shawarma scene at the end of the first Avengers, "It didn't seem to lend itself in the same way, and we wanted to be true to what felt right. The first rule of making a sequel is take the best moments and do something else. Don't do the Indiana Jones gun trick differently. Just go somewhere else. Don't try to hit the same highs, because people will sense it."
Business Insider reports that "After an initial credits sequence, there is a very brief mid-credits scene." Our guess is it's something to do with Spider-Man or moving towards the Captain America: Civil War film.
It was also recently announced that an alternate ending will be included in the Avengers: Age of Ultron DVD and Blu-ray release.