Some new information on Iron Man 3 based on the May 29th shoot:

(POSSIBLE SPOILERS)

• The production crew will film in Wilmington, North Carolina for two months before they move to China.
• The film will be partly set in Miami, Florida.  Miami Police Department squad cars were spotted in the Wilmington set.
• They filmed at the Cape Fear Club.  Two main characters were on the set, one of whom was Robert Downey Jr.  Extras wearing military uniform and Secret Service clothing were spotted for the scene.
• They also filmed at the Wilmington International Airport.
• Regarding the main villain:  “While talking to some Wilmington locals, we had one source involved with the production tell us that Mandarin was definitely the villain. He said Mandarin had a set of twins that did most of his dirty work for him. Another source who had visited EUE/Screen Gems Studios told us that the sets they were building included Chinese storefronts.” 

(Source: Comic Book, Marvel Freshman)