As great as Winter Soldier was, it came up just short of what Dark Knight and Civil War accomplished.
The set up was great but in terms of executing a message, Winter Soldier just let you build upon the premise, "big government = bad".
Dark Knight made alot of points and not only illustrated them well, but stated them plainly. The chaotic nature of man, justice versus fairness, corrupt government bureaucracies, the danger of government oversight aka NASA.
Dark Knight wins.
One of the things that TWS did really well is tie several events together and focus not on "big goverment = bad" but far more, thematically, than than and truthfully that wasn't even part of it.
Everything isn't always what it appears to be/everyone may not be who you think they are - Jasper Sitwell exemplifies this. Jasper's character has been around for a minute. He was in Thor, The Consultant, Avengers, Item 47, AND Agents of Shield as well as the comic book based on the Iron Man movie "
Iron Man: I Am Iron Man! ". The entire time he was portrayed as a cat doing good work with SHIELD, but in TWS, he started out as a SHIELD agent, then you found out the truth about dude mid-way through the movie: The entire time, through two movies, two shorts, a comic book, AND a TV show, he was really a HYDRA agent and everything he did moved their goals forward, not SHIELD's despite everything you
saw. While some people might point to Brock Rumlow to illustrate this theme, you can kinda tell something's going on with dude from the beginning of the film but when you first see Jasper on the ship, you tend to remember "Oh yeah, he was in Thor and on the helicarrier in Avengers, he's a good guy.
Information is Power - Everything in TWS centers around information. All of it. Everything that happens from beginning to end circles around the notion that information is power, and that information in the wrong hands can me extremely dangerous if not deadly. Natasha's side mission on the Lemurian Star was to retrieve information, the ship itself was set to launch satellites for Project Insight which itself took information on individuals, assessed their risk to Hydra's goals, and depending on the risk, targeted each one of them for execution. Fury's assassination attempt happened because of information he had been collecting, and Jasper himself said that the algorithm is based on personal information for each person; bank records, voting patterns, emails, phone calls, etc which is stuff we're now seeing as being captured and used on us now thanks to Edward Snowden and Facebook's recent troubles.
Sometimes, the best we can do is to start over - Peggy Carter says this while talking to Cap, and it's far more important that is seems on the surface. The notion of starting over from scratch is a reoccurring theme in the MCU, starting with Iron Man 3 and ending with Endgame where Thanos' new directive for the Infinity Stones which had him erasing the universe and starting over. In the case of TWS, Peggy helped to build SHIELD in Cap's absence but also inadvertently lays the groundwork for Hydra's infiltration. So when she offers that piece of advice, it carried a heavier weight.
I can keep going with it but I think y'all get the gist. Plus, I'm sleepy as shit and gotta crash.