All of them pretty much. Cap, Widow, Fury, Wilson, Bucky, Pierce, Rumlow, Zola.
That's the great thing about the writing of this film. Even someone like Rumlow who could have just been a goon for action scenes was well characterised. It helps that all the performances from the main cast were spot on. Jackson as Fury was the biggest surprise for me though. We saw hints of his true character in Avengers, but in this he is a fully three dimensional person with a history and a personal journey.
And although he had about 4 lines of dialogue, the screen presence of Winter Soldier was immense. A real sense of dread when he was around. Like a Terminator. And Stan really sold the confusion and pain in his scene in the chair.