Joss Wheedon's amazing movie obviously championed freedom, but to be more precise, Wheedon's real focus was on exploring the dynamic relationship between freedom and authority.
***** SPOILERS AHEAD *****
Freedom rang out most clearly when the villains were preaching about dominion, from Loki's introductory line in the trailer (You were made to be ruled.) to the after-credits debriefing scene, where the alien says They're unruly, and therefore cannot be ruled. The bad guys are against freedom, so we know the writer/director was for it, but the good guys' illustration of freedom was a lot more complex.
Natasha was tied up, but felt in control of her "interrogation". She then "persuaded" Banner to help S.H.I.E.L.D., though Banner later claimed he was there of his own choice. Speaking of Banner, even self-rule was an obvious work in progress, as it seems to be also with Tony's borderline alcoholism. Speaking of Tony, who kept succeeding repeatedly despite the fact that his controlling nature was constantly undermined, his megalomania ultimately gave way to unavoidable self-sacrifice. (And what could possibly be less free than suddenly realizing that one has to go die?)
The good Captain supported Nick Fury before breaking into his vault, but when Cap stole two of Fury's agents and one of his airships, Cap was actually playing right into Fury's design. Fury argued with his superiors and fought against them when they overruled his insisting. Thor first tried helping his brother, the villain, but that patience helped force him into fighting a war. Barton (Hawkeye) lost his mind magically and was freed from Loki's control only when Black Widow knocked him out cold.
Each protagonist struggled ironically against constraints brought about by their own freely made choices. But each protagonist also found plenty of moments to value the benefits of authority.
Tony told Bruce to take control of the Hulk. (You're tiptoeing.. you need to strut.) Tony told Cap to give them all marching orders, and Cap gave the orders, which they all dutifully obeyed. Hawkeye also gave Tony a suggestion, but it was phrased as a command. Again, Tony immediately followed. As soldiers, Cap, Natasha, Barton and Fury were obviously comfortable with military style chain-of-command. As for Thor, he was pretty free with the commanding tones, even in casual conversation, but the 'thunder god' was actually the most agreeable of them all, pleading with Loki and for Loki, but backing down when Natasha said, "He killed 80 of our best men." (He's adopted.) Perhaps because he truly soared above them all, Thor was self-controlled enough to know that he didn't always have to be "in control".
Perhaps the single best moment to illustrate Wheedon's real theme was the New York City Cop who asked Captain America "Why should I take orders from you?" Just then, two or three aliens interrupted and Cap put them down with a quick and very impressive sequence of moves. Thus, seeing Cap's power, the Cop immediately accepted Cap's authority. This was a powerful encapsulation of Wheedon's thesis for at least two major reasons: (1) the Captain gave him a good reason to follow those orders, but more importantly (2) in that moment Wheedon gave us the right question to ask.
The right question isn't "Should I ever take orders?" or "Should I ever be ruled?"
The right question is, "Why should I take orders from you?"