Thanks to everyone who gave me advice on my entry into Marvel Comics. After hearing opinions online and at the comic shop, Captain America is the winner. Thanks to Jeff for loaning me the trades in order to quickly catch up. I've already blown through two of them :-) I know I originally said that I didn't want to read a bunch of trades to catch up but Brubaker's stories just flow quickly and catching up is pretty easy.
I am a little concerned that my hometown of Philadelphia is subjected to a terrorist attack early on, but the town of Clifton Heights (where I grew up) does show up on a map behind Nick Fury in one of the panels. Represent!