Guess that depends on whether you mean the movie or the comic book?
From the movie the one I most enjoyed was definitely The Hulk. He was played extremely well and both my son (age 7) and I laughed out loud when we saw him punch Thor and also when he pounded on Loki!
From the Comic book? Probably Captain America ... while you'd think he would be such a black and white character, he has some really unplumbed depths!