I think one of the reasons I did like Ultron was because of the Stark / Ultron relationship. It just seemed so well-developed to me, and was very interesting.
Red Skull suffered from the hero emphasis over villain. He should have been a great baddie, especially since they cast Hugo Weaving in the role, but instead he sorta become generic. Not badly done, but just kinda there. I did think his true face scene reveal was very well-done though.
Iron Man 3's twist is something I've grown to appreciate, and I think that film is a bit underappreciated in general, however I really can't say I particularly cared for Killian as a villain. As an actual character, he was just a bit too "lame" for me frankly.
Marvel's not been particularly great with their villains. I will say that I think that some of them do get the job done as evil ha-ha badguy (well okay some of them aren't blatant, I just wish they explored their baddies more. Maybe make more villains with more sympathetic backstories like Zemo or even Ultron, after all there is a lot to pull from the comics, but I'm assuming the writers are often restricted by the studio, so oh-well.