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Part of the reason that I like it so much is because it ties into the grander story they are telling more than any of the other individual heroes' movies. Thor tends to deal with large cosmic threats, but doesn't have as much bearing on the lay of the land here on Earth. Even the Iron Man movies only deal with adversaries that matter to Tony Stark. With The Winter Soldier however, I don't think the world will ever be the same. I'm kind of worried about watching the next episode of SHIELD because I'm not sure how the show will change as a result of this movie. Bottom line: if you are invested in the Marvel Cinematic Universe, this is a must-see.
The two main twists in the story were executed well, though I figured out one of them before it happened.
Because of the nature of the way the Cinematic Universe takes concepts from the comic books and reapplies them to this new context, it would be very easy to accidentally spoil things for yourself by looking up things that already exist but we have not yet seen in the movies. Luckily I managed to avoid anything like that.
The dialogue was spot-on (I laughed obnoxiously loud at more than a few jokes) and the action was so good that Sonja had to hold my hand to stop me from getting too riled up. There weren't even any secondary characters that I hated. Man, everything about this movie was good.
Obviously this is Captain America's movie, but Black Widow has a large part to play as well. I was really glad to see this, because I think that she and Hawkeye deserve more screentime than they have been given so far. I wish they could have a movie all to themselves, but that probably isn't going to happen. Honestly though, why does Ant-Man get a movie and they don't?