I didn't read it through the Ultimate Collections, but make sure and double check that you're getting everything, since I believe that the Ultimate Collections of Captain America only cover up to a certain point, with the rest either available as TPBs or in different omnibus collections.
(Of course, there's always Marvel Unlimited, but you would need to consult a reading order if you used that, since Brubaker's Cap is split up between so many renumberings and one-shots and miniseries and relaunches.)
If you're looking for stuff outside of the Brubaker oeuvre, the TPB "The Electric Ghost" directly follows from Brubaker's Winter Soldier. The recent Tales of Suspense mini with Hawkeye was good, but from the looks of your avatar you've already checked it out
. I personally like All-New Invaders by Robinson, but Bucky's role in that isn't super meaty and it's definitely more for fans of the Invaders and the WW2 stuff in general, and I don't know how many other people enjoyed it. I think there was another decent team-up from when he was still Cap, but I can't exactly remember the name.
There's a bunch besides that, like a mini by Remender and another ongoing run by Ales Kot. I didn't like either of them that much, but you can look into those to see if they interest you. He also was the focal character in the most recent stretch of Thunderbolts, but that book has such profoundly awful art that it was hard to sit through, and it was horribly hamstrung by being forced to tie into Spencer's Secret Empire saga the whole way through.