I went for offbeat and a bit dark. This is a 'darker' set of 'sentinel' or 'watcher' types charged with guarding and protecting humanity from various threats in a relatively hidden or unseen way. I was initially considering Hit Girl for the captain; but I figured that Black Widow, although now a mainstream figure in superhero films, would probably be a more sensible choice. Natasha and Rorschach monitor earthly threats. Hellboy has the supernatural threats covered. And Silver Surfer watches out for the extraterrestrial/interdimensional threats.
Team Captain: Black Widow
Who better to monitor worldly activity with her spy background and Avengers connections? As a strategist she's one of the best there is.
The rest of the team:
1st Round: Silver Surfer
Silver Surfer is arguably OP with his superpowers but he is self-restrained, thank goodness. He is virtually indestructible. He uses the "Power Cosmic" to control a primordial space-time energy to the point that he is actually capable of destroying an entire planet if he wished. He can create a black hole--and enter it unharmed! He is super-humanly strong and fast, and has extra-sensory abilities that detect types of energy all the way to the quantum level, and with which he is telepathic as well. He can time travel by moving faster than the speed of light.
2nd Round: Hellboy
Any demons or similarly evil entities from supernatural realms will have to reckon with Hellboy. And he knows how to sniff them out. Good luck getting past him.
Round 3: Rorschach
This guy will never--can never--give up. As long as the enemy is evil and deserves to be vanquished his commitment to the mission will never be in question. I think he would respect Natasha's authority. He would be very difficult to control for many superheroes, but under her leadership I think he could be counted on. His skills are legendary. He is a one-man army.