Meta Knight, Snake, Ice Climbers, Falco or King Dededee is what I can advise you. I've mastered Luigi, but he's next to useless against people who really know how to play. (Especially against a Marth).
Don't try to roll-out from every situation. Sometimes is better to absorb a punch than to run out from it. Next, you can spawn the Grab-Down with Falco if you're quick enough (Just run to the character once Falco releases them and grab them again, throw them down; repeat). This work with almost every brawl character.
If your opponent is Wario, you have the match won. Just grab him, kick him (but don't throw him). When Wario gets free from your grab, you can inmediately grab him again (this is the only character that suffers from this) and infinitely punch him until he has acquired a lot of percentage.
Snake is your best option. Grenades. Grenades. Grenades. Equip a grenade, use your shield then roll-out. Awesome technique. If you're playing with a gamecube controller, you can always run toward your opponent, use the c-stick up then quickly press A Up, and Snake will keep running while throwing some mortar fire. Also, his range is superb. A Up is incredible powerful and has great range.
-> Desactivate jumping by pressing up with the stick. Learn to jump using buttons.
