A lot of Marvel movies average out to be very good with some excellent highs and some lulls in other parts equaling out. Only a few are excellent throughout. Unfortunately, I didn't vote that Guardians of the Galaxy was excellent, however, it does manage to achieve something I don't think any Marvel film has done so far. It doesn't average out to be very good, it is just consistently very good. I couldn't find a weak part of the film. The action was very good, the humor pretty much hit its mark and was very good throughout, the character moments were touching in the right place and were also very good. But I didn't find too many moments that broke above that line to be excellent. Maybe the bar has been raised that much, I don't know. However, when saying it is very good, I do mean that. I gave it an A, the same score I gave the first Iron Man. It takes a tremendous movie that is enjoyable from beginning to end in all aspects, so I applaud that. For the risk that Marvel was taking, I think they delivered (I think they were taking a risk with Thor as well, though, but I also think this movie is better than Thor).
While I'm sure I'll comment on others, I'll comment briefly on the villains. Marvel's villains have not been the most rounded characters. I don't think Ronan or Nebula by themselves were much better. But there were subtle moments that worked anyway that made them something more. For Ronan, it was the whole political landscape behind him. That little scene with the Kree where it's clear that peace is an alien concept to them (and, while they're not supporting Ronan, they aren't opposed to him succeeding) shows his motives as one of nationalistic pride and xenophobic superiority rather than anything personal (he's not in it for glory or power or wealth).
With Nebula, the best things for her are the subtle hints. Gamora before she changed sides putting her down, Thanos referring to Gamora as his favorite daughter even after the betrayal (right in front of Nebula). The fact that both Gamora and Nebula actually hate Thanos (but took different paths to achieve that goal). There was a nice scene in the prequel comic someone mentioned that I wish had been mentioned explicitly in the movie. Apparently, when training, Nebula had fallen and was hanging on the side of a cliff. Gamora pretended to offer her a hand, but then threw her down instead. I'm sure whoever had read that comic (or had it described like it was to me) was paid off when Gamora offers a helping hand to Nebula and the end, but Nebula chooses to chop off her hand and fall instead. I'm glad she survived, though, and I hope we'll see more of her.