The Infinity War was much better in the comics. World War Hulk was one of the best comics storylines in the last 20 years and was horribly underdone and disrespected in the movies. The first Avengers movie was really the only good representation of the Hulk in the MCU so pretty much any major Hulk storyline is better than the movie Hulk storylines.
I enjoyed the Iron Man storylines in the movies and he was certainly a consistent high point in the MCU but the MCU representation of Tony Stark lacks the complexity of the comics. Demon in a Bottle is a top ten Marvel comics storyline and is essential to understanding the Tony Stark character. The MCU Tony Stark is entirely too impressed with himself. Tony Stark considers himself a failure. As Iron Man he gets to fight concrete, definable, defeatable opponents. He gets to win battles, to make a clear difference, to be a hero. As Tony Stark he fights big ambiguous social issues. He fights war, poverty, homelessness, addiction. No matter how smart he is, no matter how hard he works, he can't solve the problems that he fights as Tony Stark. He sees himself as outrageously smart, outrageously wealthy, the ultimate playboy businessman who should be able to do anything. In his mind, putting everything into solving these social issues and barely making a dent makes him a failure which feeds his own addiction.
I don't think the MCU writers ever really figured out how to use Captain America. His first movie was the only one that actually should have been titled Captain America. The Winter Soldier was a Shield move with a Captain America subplot. Civil War was a condensed, simplified, disappointing version of a great universe spanning storyline. His ending also completely disrespected the character. He went back in time to be with Peggy and apparently completely abandoned his principles. He just lived a normal life and didn't lend his name and celebrity to the civil rights movement, did nothing to combat the domestic terrorism of the KKK, did nothing to fight organized crime, did nothing to prevent the assassinations of JFK, RFK, MLK, or any of the other political and social leaders killed since WW2. Did nothing to combat the rise of Hydra.