Spider-Man is nothing like his comic counterpart. Spider-Man wasn't ever portrayed so childish or like so much of a rookie in the comics.
Iron Man's comic character has grown to resemble his MCU counterpart a lot more in the last few years, but historically he had a completely different personality.
Black Widow is like a completely different character with the same name and outfit.
Star Lord also has a completely different personality. He was a lot more serious in the comics.
Hulk hasn't really had a chance to shine since his solo movie in 2008. That movie also portrayed him a lot more accurately than the Avengers movies. I haven't seen Thor 3 yet.
Wilson Fisk is very different. In the comics he is just a criminal, but in the show he was portrayed as having a love for Hells Kitchen and was sympathetic. That aspect of the character does seem to be being tranfered to the comic character with the recent Daredevil comics which has Fisk as Mayor.
Quicksilver seemed pretty accurate, but the most interesting thing about him was him being a mutant and his relationship with his father. The movies couldn't explore that.
Daredevil may be the most accurate MCU character from my knowledge. At least to the way he was in the 2000s when he was a darker character.
I have commonly heard people say that Captain America and Punisher are pretty close, but I don't read them so I can't comment.