in the comics Iron Man is an agent, in the movie Iron Man is not an agent
Nick Fury and Black Widow are agents both in the comics and in the movie, so it's safe to assume that she will be an agent only.
I think they follow the story lines when it comes to who gets to be SHIELD agent only characters. Like Shadowcat, she's one of the few X-Men who were SHIELD agents, so they make her an agent only for the X-Men months. Iron Patriot (Norman Osborn) replaced Iron Man as a director of SHIELD when he defeated the Skrulls, he then later change his organization to HAMMER. In the series "Iron Man: Director of S.H.I.E.L.D.", Rhodes was featured in the storyline "War Machine: Weapon of S.H.I.E.L.D." While in the air force, Thing served as a pilot to Nick Fury for a top secret mission (doesn't specifically say SHIELD mission though.) In 2003 Venom series, The Symbiotes alien suit (Venom clones) was made an agent by Nick Fury. In the 2008 Deadpool series, he is working for Nick Fury in "Secret Invasion" tie-in. Ultimate Thor joins Nick Fury "The Ultimates" team in the ultimate universe.
As you can see, all of the SHIELD agent only characters have background working for SHIELD in their history.
One character I'm surprised is not a SHIELD agent is Spider-Woman