I kind of want them to save Winter Soldier for Cap 3.
Bucky's been dead for about a third of a movie. In the comics he was dead for fifty years. Bringing him back in the first sequel doesn't give his death nearly enough space. Plus, Cap adjusting to the modern world alone is a lot more meaningful than getting his old WWII buddy back right away.
Make Winter Soldier the post-credits scene in Cap 2, then have Cap and Black Widow go after him in 3.
Well, that's kinda the point. It's not his WWII buddy- it's a fucking crazed psychopathic and highly trained killer who Cap learns is Bucky, and isn't in much of a position to change him back. I think if they leave him until Cap 2, they stretch the theme of Cap's adjustment on for too long. By time we get to Cap 3, I want a more adjusted Cap, who's properly comfortable with the world around him.
I can already imagine some director talking about Cap 3, going "Yeah so for this film we're creating this DARK story about a NIGHTMARE from Cap's past", and zzzzzzzzzzz. Threequels that go down the "Let's shit on our protagonist's parade!" path, I fucking despise. Do Winter Soldier in Cap 2. Furthermore, have him alongside other stuff. A.I.M. would be cool, they need to show up eventually.
One more thing- Bucky in Cap 1 was boring as all hell, so it's not his death meant anything. Bring in Winter Soldier ASAP to make that character worthwhile in the MCU.