#1 has gotta be Nebula. She's a pretty straightforward character, but Karen Gillan does a great job with her. Just a wrecking ball of misplaced frustration and hate. When you watch her, even in the first movie where she's not really fleshed out, there's an obvious broken-ness to her. She's constantly making decisions that you can tell she knows are wrong or stupid, but out of this sense of... I dunno, stubbornness or spite or just momentum, she makes them anyways. Even when people give her a way out, she's too proud to take it.
She's also a beautiful, bald, surly space princess and I love her.
Runner up is Vision. He hasn't gotten much screentime, but he's the best live action portrayal of the "otherworldly bald guy with cosmic power that loves humanity despite his numbing detachment from it," which is one of my favorite archetypes. (He's actually not as good as Billy Crudup's Dr. Manhattan but still.)
On the converse, I've grown to really dislike Captain America over the years. My favorite in Cap 1 and Avengers but by Civil War I find him obnoxious. Moralizing, self-important jerk. Hoping he gets taken down a peg in Avengers 3/4 but I doubt it.