It's probably hard to narrow down who Tony's most loyal captains were, if you were going to list who Tony's true loyalists were it would be pretty accurate to say that the group consists of: Tony B, Bobby, Pussy*, Jackie Aprile Sr. (take away the fact he was a superior, Christopher (Pre-season 6), Junior.

Regardless of the fact Pussy was an FBI informant, he truly cared and loved Tony. Pussy got caught up in being an FBI agent and became overzealous, but he did start realizing that Tony, Silvio and Pussy were like his brothers and that he did seem to regret saving his own ass in exchange for their freedom. Another outlier in that group I wrote was Junior, again his decision to try kill Tony in season 1 was deemed justifiable in the life he was in and he felt he had no other choice, he did seem to pretty devastated with the choice he had to make, evident by how bad he felt for what Tony's children would have to go through and him being physically sick at some points in the build up to the hit.

Notice I didn't include Silvio in the list, I'm cynical of his loyalty to Tony as his position in the administration of the family relies on Tony remaining boss so his advice to Tony in order he makes the best decisions, although honest, does also benefit him as well.