As Sharon Carter approaches 40, I can't say enough good things about her. She's squishy as heck, but man she just chains specials thanks to her leadership repeatedly keeping enemies in hit stun. I don't even have her at 4 stars yet and I'm surprised at how capable she is for a speed character.
Ultron on the other hand... if it wasn't for his beefy stats and a costume I would kick him off my main team. His attacks suck. His third attack never hits both and often puts him in danger. His beam doesn't track unlike Vision's and doesn't hit as hard as Captain Marvel. I invested in his costume, so he stays on my team.
I think my favorite characters are (for various reasons):
Vision w/ costume (powerhouse, awesome passive, boss killer, evasive, best character in the game imo)
Ronan (best leader ability, love his third attack)
Spider-Man (evasive with the web swing and stuns with web ball, awesome for arena and villain siege)
Captain Marvel (lots of damage output, weak defensively, but good against energy))
Sharon Carter (constant specials, constant hit stun, can't take much of a hit though)
War Machine (awesome specials, hits hard)
Venom (nice tracking on 3rd ability, breaks with his abilities)