I hate Winter Soldier... the character.
I'm not a fan of him in the comics, but that's primarily because I think it's way too much of a reach for Bucky, the chipper young sidekick to Captain America who was known for his semi-witty quips, to become the grim 'n' gritty cyborg murder machine that is the Winter Soldier. (And the retconning in that Lil' Bucky was a secret murder machine who slit people's throats all the time off-panel felt stupid and desperate.)
But the Bucky we got in the films was a completely different character, and I could believe him as the Winter Soldier. It worked a lot better, because it wasn't a ham-fisted retcon.
(And in reference to the Shandling cameo--he was in 'Iron Man 2' as a Senator who wanted to confiscate Stark's technology and use it to produce Iron Man suits for the government. Finding out that he was HYDRA all along completely changes that subplot.)