I kind of like the Marvel Adventures origin for Janet and Hank. Hank was a scientist working for Janet's family company, he was demonstrating his size-changing technology to her when the lab was robbed, she fought off the robbers with the tech, then decided to become a superhero.
Since Fury canonically fought during WWII and frequently teamed up with Captain America, Fury could appear as a side character in Cap's movie at some point. Then in Avengers, Fury explains to the newly-awakened Cap how he's still alive today.