Well, there have been a lot of great series recently.
Since you like Cap and the Avengers/super heroes in general, I'm just going to throw out some suggestions. I mostly follow specific authors a bit more than specific characters, and some of this will stretch back decades. I also read anything/everything, so I won't just recommend superhero books.
Ultimates 1 and 2, I cannot recommend highly enough. I think this was/is the best team book of the past decade by a mile. The rest of the Ultimate books have been great at times, awful at others.
Captain America even before the title relaunch was good off and on; I love the old stories with Mike Zeck art. Brubaker's run has been fantastic.
Daredevil has always been a fantastic read IMHO, although I prefer Bendis's run to just about everything else except for Frank Miller's work on the character.
Thor under Strazynski started a bit slow, but I've really enjoyed it lately especially since the Doom confrontation and end results of Dark Reign. His work on Supreme Powers was outstanding.
Thunderbolts (original concept and stories were good too) under Norman Osborne was fantastic as was Dark Avengers. If you liked Dark Reign at all, these are key. Mighty Avengers was good but not quite up to par with New/Secret Avenger IMHO. The various new Avengers books, well it's a little too early to tell IMO.
Hulk has been ridiculous but a bit of a naughty pleasure to read at this point. Planet Hulk/World War Hulk and the various set up leading up to it in Hulk were very entertaining...but even before that I enjoyed the Hulk especially as penned by Peter David, as I do tend to enjoy all of his work. Definitely worth checking out are Future Imperfect and Hulk: The End.
Uncanny X-Men - Claremont's original run. Basically everything from the new team (Giant Sized 1 and 94) on. It's collected in all sorts of forms, including the Essentials. There are certainly significant dips quality wise through the years, but I'd say up until the early 300's it pretty outstanding, then has years of filler with various key Marvel plot events like the Age of Apocalypse. Brubaker's recent run was also quite entertaining.
Also the related/tied in earlier books - New Mutants (original) and X-Force (original), X-Factor (original). Also the X-Men series has been great off and on...especially the New X-Men run for Grant Morrison.
Wolverine is a good read throughout the years as well, provided you like the character.
I much prefer older Spider-man (particularly Amazing) to Brand New Day, but Strazynski's work was okay.
As far as DC goes, I love everything Green Lantern since the re-launch/rebirth. Pretty much anything Johns does I've enjoyed. I've had fun with all of the big annual events. I loved his stuff on the Teen Titans.
I prefer older JLA/JSA though (I'm talking the crazy stories from the 80's/90's and earlier...JLA, JLI, Teen Titans, Legion)...but the Grant Morrison JLA was great. His All Star Superman and All Star Batman is fantastic. Batman has also been great throughout the years. Be sure and read Kingdom Come, Crisis on Infinite Earths, various Elseworlds stories.
Alan Moore's works - V for Vendetta, Watchmen, League of Extraordinary Gentlemen. Absolute must reads.
Garth Ennis - Hitman, Preacher, his work on Punisher is some of the best in the medium of the past decade (and arguably the best Punisher...at least since Punisher's first limited series and early unlimited series, as well as earliest appearances), the Boys. The Boys is so enjoyable.
Fables is fantastic. Hell, most of the Vertigo lines are great. Lucifer, Scalped, Y...all great. Ex Machina is a great read too gotta second Mr. Unoriginal on that and others.
The Walking Dead also agree is an awesome read. Kirkman's work is usually great.
Irredeemable, Invincible, Top 10, Planetary, Powers, Astro City are all good reads. There's a hell of a lot that I'm forgetting...I still love the old silver age Marvel and a lot of the "darker" bronze age as well - I love that 70's and 80's Marvel, probably a little more than the 60's/early 70's.
There is just so much out there; I highly recommend you just take a day or two, go to a good comic shop and just start reading anything and everything on the shelf and find the books that interest you.