I loved it. I like Steve a lot and although I had no expectations for Sam I thought he was a great character.
I admit I'm torn about the way they played Natasha and Bucky's relationship. On the one hand Natasha/Clint are my OTP so I'm glad there was no romance with her and Bucky. But on the other hand they seem to be going in a direction away from the Red Room as back story for Natasha and for me personally that's such an intrinsic part of her character. That said I think her reveal about how she knew the Winter Soldier was played in such a way that she could have been lying. And of course there's always brainwashing to explain her not remembering if they chose to go there in the future.
There was so much character development for Natasha throughout the movie (and taking into account her arc in MCU generally). But I realised how much fanon I have absorbed as cannon. For example when she was talking about not knowing who she is when she's not playing the role I felt that jarred with 'my' Natasha who had worked all of that out for herself long before we ever saw her in Ironman. Not that this is a bad thing, but it made me rethink some things about her.
I also found myself imagining that Clint was in the movie just out of sight - when Sitwell had a laser sight pointed at his chest - Clint was clearly the marksman. And then later when Natasha was talking about going off to find herself - I was convinced there'd be a shot of her getting to a car with Clint at the wheel. Alas it was not to be!
Clearly I came away from it with a lot of thinky thoughts. My main one is that I need all the fic about Natasha on her road trip of self discovery and awesome. So if anyone has any recs or feels the urge to write it....

Also I came away thinking that Natasha was so brave in doing what she did. By releasing all the info and then going before the committee she is completely exposed and compromised like never before. She has no where to hide now; her face and life are all over the media.
I also find myself wondering how she will cope with the HYDRA in SHIELD reveal, given that she thought she was atoning for her past and now finds that she was working for the monster (in part at least).
I basically have a lot of Natasha feels!

I totally thought Clint had the laser sight on Sitwell, too!

Very good points about Natasha! From fanfics I have read her all over the spectrum...very much knowing who she is and her place in the world, to baby Natasha trying to figure things out. This movie showed us it IS baby Natasha...not only the age thing (she is pushing 30, not much of a baby, but you know, still discovering herself)...it makes me think, as young as she seems in Iron Man 2? She was really that young. When Tony asks her what she would do if it was her last birthday and she says "I would do whatever I wanted to do...with whoever I want to do it with". eeeeeeeeeeee!!!!! bb!!!!!! Anyway. Ahem.

I thought it was such an interesting contrast in the movie, how she was acting all sultry and sure of herself and then messing up and doubting herself at times... I just really loved it and am very interested in seeing more.

I couldn't help thinking all her contradictions and self-discovery would make for an interesting movie!

I think they are keeping the Red Room- Johansson has mentioned other Widows. But it's really not an intrinsic part of her character for me, given she was around for a while in the comics before that part of her backstory. For me the central part of her character is that people keep trying to use her, and she resists being used.