Back from the Dead: All the time. Ultron keeps backups of his programming all over the place, and is essentially unkillable in the grand scheme of things.
Badass: If you can take on the entire avengers team at once and WIN in a story arc, you better believe you're this.
Bad Boss: The few times he's had actual subordinates, he's been this. For example, Korath the Pursuer, whom Ultron infected with the Phalanx transmode virus, essentially brainwashing him, and eventually killed for failing to capture Adam Warlock for him.
Crazy-Prepared: Had set up multiple backups and hidden factories even before his first attack on the Avengers.
The Dreaded: In Avengers Disassembled, it briefly appears that the then-dead Ultron had come back to life. Its revealed to not be the case, but Hawkeye later admits that thinking he was actually back absolutely terrified him.
Gender Bender: One version of Ultron took over Iron Man via his Extremis based powers and turned him into a robot version of Janet Van Dyne. Tony was relieved to learn everything was still there when he recovered.
Heel-Face Turn: Mark 12, as he called himself, was the only version of Ultron who grew past his Oedipus Complex, gave up being a villain, and actually tried to get closer to Hank. Unfortunately, a surviving earlier version of Ultron found him and killed him, while also destroying the programming that allowed Mark 12 to not be a homicidal robot.
Hero Killer: He's killed a number of heroes as part of his plans.
Mind Rape: Via his encephalo rays, which usually turn the mind they're used on to mush.
Nigh Invulnerable: Except forget the "nigh" part; his body is usually made of adamantium (meaning that even Thor's strongest blows can hardly even scratch him) and his mind can be easily transferred to other machines that can hold it, making it very hard to get rid of him.
Red Herring: When Ultron first appeared, he was thought to simply be a robot lackey working for the real Big Bad of the story, the Crimson Cowl (aka Edwin Jarvis). Readers were shocked when it was eventually revealed that Ultron was the realBig Bad, and that Jarvis was simply a brainwashed Decoy Leader.
In a stunning move, Jocasta and Alkhema both turned against him. He doesn't appreciate the irony.
You Are What You Hate: Much as he despises the human race, his villainy and behaviour stems from his mind being based on that of Hank Pym, with all the issues and none of the empathy. He has attempted to imitate human customs on occasion, most notably his bizarre attempts to make his own robot family (who frequently turn on him), and of course his very human delusions of grandeur and megalomania.
You Monster!: He's frequently addressed in canon as such, and justified as he's not human and has no conscience.