Hee, yes - I admit I enjoy the movie more now thinking of this as the real story, whether or not it's intended! And yup, I agree that taking the Tesseract was part of Loki's plan - either as long-term insurance against Thanos, or else because he wanted it all along (I am still wondering if when he appears with Selvig at the end of Thor, was he sent there by Thanos, already being in his clutches? Or is that how Thanos found him, that they both were looking into snatching the cube...?)
Re: more things to think about