Never ever read a Winter Soldier story... so my bias is to have Bucky die while Cap watches... Bucky's ultimate sacrifice is to save Steve's life while setting off the bomb before it gets to the USA.
or if you need him as a plot device, you can use him like they did in the Ultimates (although that doesn't need to be "Bucky" it could be any soldier that Steve knew during WWII)
And I suggested MANY moons ago that Joseph
Gordon Levitt be cast as Bucky
Also, Emile Hirsch is a great choice for Bucky too.
And the scene that I would really like to see is Steve, Bucky and Gail at the movies watching the news reels about the war and steve being so moved that speaks out during the news reel and some people get upset and others get moved by his "speech" Things get a bit hectic and people start pushing and shoving and we see Steve stand up to some giant pin-head who would rather the USA stayed out of it and anyone who wants to stick their nose into that war wasn't an American... it comes to blows and we see Bucky take the big guy down (only after Steve is assaulted because he won't back down)
After they leave the movie theatre, we see Steve, Bucky and Gail shooting pool in a local establishment and talking about the war and how Steve attempted to sign up... but was rejected because of his health. (the whole pool game can show just how incredible Steve's geometry is while he runs the table... that helps make the whole shield chucking more believable)
The group is overheard by a certain General (plain clothes) sitting close by (who was also in the movie theatre at the time) He sees the raw talents that Steve has... and knows of the SSS experiments and thinks that Steve would be perfect. The general approaches Steve... the rest is history.