Among the main franchise characters, Thor, Doctor Strange, Black Panther, and now quite likely Capt. Marvel definitely feel different in their own movies than when they're in the team-up films, but I think it's partly because for at least the latter three they're mostly there to serve as cool action pieces so we get sort of the best distilled versions of them and seeing how they interact with the other franchise characters, whereas in their solo films we get a more complete picture of them as people rather than just their hero side. Whether one is better than the other is arguable; I think viewer mileage probably varies depending on what you expect out of the character in question. For instance, if you were to look at each appearance in isolation, I like Black Panther T'Challa more than Civil War T'Challa because the latter film presented him as just what I call "vengeful kill-mode Panther", which makes for cool action pieces but he comes off as fairly one-note since he only has one clear and fairly simple goal for that whole film. On the other hand, I like Ragnarok and Infinity War Doctor Strange more than in his solo film because I feel there's a good balance between his personality and crazy wizardry skills in those than in his solo appearance and I don't find him an especially compelling character on his own, at least not yet. We'll see how things go with Carol, though I feel she'll be in the same boat as Strange for me after Endgame, although I do hope that they move forward with the whole "finding yourself" arc from her debut film in her sequels.
