Avengers - Everything clicked with this movie. It made the previous five films feel all the more significant in my eyes. Even Iron Man 2 was better because of the Avengers. Everything felt like it led up to this, and it worked so--freaking--well!
Iron Man - Great comedy, great action, and a wonderful arc. Even after all this time, it holds up.
Captain America - The bridge between the second and third act is a little rushed, but everything else really works for me. It is epic, massive, and so damn cool. I especially enjoyed it due to how massive it feels. By the end of the film, you feel that Captain America really made a difference in the world, whereas, with Iron Man, I never felt that Tony Stark affected much outside of his personal affairs. That isn't a bad thing, it's just I like the scale of Captain America.
Thor - People dis on this film, but I love it. It's simple, sure, but the characters are great, has some of the coolest action films in the series, and Asgard looks amazing. I can't wait for Thor 2 just to see more of this place. Not to mention Loki is awesome here. This is just as much Loki's film as Thor's, seeing as how Loki is probably just as big of a character as Thor is in this series...
Iron Man 2 - This film was my least favorite until The Avengers. I liked it more in retrospect, since it really is a personal journey for Tony, but it bridges a bunch of the films together in a way you don't see until later. Hammer is great, and it's cool to see War Machine...but the action here is the weakest in the whole MCU, the conflicts of the film are really disjointed, and I wanted to see more War Machine/Iron Man fighting.
The Incredible Hulk - A weakest film in the series, it has some awesome action, a cool villain, and isn't BAD...but the plot is way too simple, the acting is in general weak, and it's very likely that neither Abomination and the Leader will appear later in the MCU...