I've seen a refrain that Marvel's movies lack for interesting villains. In some cases I would agree. I thought movie Malekith was a pretty dull guy compared to the gleeful, malevolent trickster I've seen in the comics, but maybe they thought there'd be too much overlap with Loki. Although I feel Malekith is not so concerned with settling scores with Thor or Odin, he's got bigger aspirations. It probably doesn't help that so many of them die at the end, though.
I'm glad they let Nebula (Karen Gillan) survive Guardians of the Galaxy, and are bringing her back for the sequel. I like the first one alright, it's not my favorite by any stretch, but her character is one of the more intriguing parts. I think what I like is she's pissed at EVERYONE. Pissed at Thanos for what he's done to her, and the fact nothing she's done for him is ever enough. Pissed at being handed off to Ronan the way you lend your neighbor your leaf blower, who also doesn't appreciate her. Pissed at Gamora for being the favorite, even after she defects, and probably pissed at her for defecting, abandoning Nebula to deal with this alone.
There's an element of unpredictability it adds to her. She's capable of throwing in with anyone if it gives her a chance to strike back at someone else she hates, unless she hates that person even more. Which is why she's not helping Gamora fight Ronan, but she'd help Ronan if he'd kill Thanos. At the same time, I don't think she has any real loyalty to anyone else, not surprising since no one has ever shown any to her. She doesn't seem to have any overarching goal. Not interested in conquest or glory, like Loki, the Red Skull, Thanos (probably). Not out to prove her strength or superiority like Ultron or the Abomination. She just hates, and what's maybe critical is she doesn't seem terribly concerned with her own well-being. The others, except maybe Zemo, all wanted to live to see tomorrow, enjoy the fruits of their hoped-for successes. I'd imagine her attitude has something to do with her body's ability to self-repair, and possibly also all the modifications Thanos did to her that brought that about.
All of which makes her sound like a mad dog, berserker type. The thing that adds a twist to it is how smart and in control she seems. She's not a bad commander at all. Ronan is all threats and intimidation, vague orders to "kill everyone" or whatever. Nebula is the one who, when the Ravagers and Guardians make their combined assault, recognizes their smoke screen for what it is and gets Ronan's forces in position to prepare for the attack. She's an effective leader, while still being extremely angry all the time. The scene when she storms out of the command room while gesturing angrily and shouting for the soldiers to follow her sticks in my memory. It's the impatient anger evident in her stalk, the "I don't have time for this," combined with a straightforward determination to get things done. She wants Ronan to kill Thanos, and he won't do that until after he destroys Xandar. So she has to get rid of these pests if she wants those things to happen, and she knows what has to be done for that to happen. It just so happens her troops aren't up to the challenge.
That all encompassing fury, plus the ability to still focus and lead minions, makes for an intriguing mixture. I wouldn't expect people to flock to her banner, if she'd even bother, but she can be a ruthless lone agent, or she has the flexibility to work for someone with the resources she needs. And there's always the possibility she can unite a bunch of people who feel alone, used and discarded, or just generally angry. Seeing plenty of that here in the U.S., and in story it would make a contrast to the Guardians. They were alone, but found a family with each other and a purpose in (mostly) helping people. Nebula is alone, but doesn't feel like forming bonds in an deeper way, and is fixated on hurting people. Then she pulls together a bunch of like-minded sorts for the same purpose. She's probably more organized and has the numbers, but the Guardians are more tightly knit and creative.