Jackson gave a wonderful performance. It never felt like "Sam Jackson playing Sam Jackson," which is an all-too-common criticism. (How can anyone say that when we don't know Jackson personally? But fans make those assumptions too readily when actors give great performances in iconic roles.)
For me the his best scene was the one where Fury was talking to Steve and Tony after Phil died. Jackson had the bulk of the dialog in that scene, if not all of it, and he delivered it masterfully. The way Jackson's voice nearly broke when he said, "Lost my one good eye. Guess I had that coming," gave a glimpse of Fury's grief over Coulson's death. The reactions of Evans and Downey were the perfect counterpoint to Jackson's monologue.