Given the top notch casting and complex character development storylines,it's hard to single anyone out,but I have to give Michael Shannon's portrayal of Van Alden an A+. He captures the essence of each completely different person that Nelson has been since the Fed days.

He plays menacing,victimized,amoral,fanatic,warm,cold,meek,clueless,all equally well,and does it at a level second to none.
And as the icing on the cake,he has supplied me with some of the best laugh-out-loud moments in the entire series run.
He really holds his own in a show filled with incredible actors.