"Rage of Ultron."

This may not be 100% consistent, but Ultron usually doesn't make exact copies of himself, although he totally could. There are exceptions to that, like Marvel Two-in-One #93 or as Bully mentions, Ultron Quest; but more often than not Ultron seems to want other robots with their own personalities copied from other Avengers like Jocasta or War Toy. I can kind of understand why, because Ultron's rather grating, and probably doesn't want to have to put up with himself. Furthermore, even though he totally could go all Skynet and live on the Internet, Ultron seems to prefer having a sweet adamantium bod.