I used to have trouble with ZSS and Sheik, but now I don't have trouble with any character.
If I lose, it's either because the opponent outplayed me or lag messed up my timing. Or both.
Then again, I've only played in one tournament, mostly sticking to FGs. As a result I can't really claim that my average opponents are skilled.
Right now I'm having a relatively hard time with Ikes and Dededes, maybe the occasional Fox... but "relatively" is the key word here. I'm still winning these fights, it's just a lot harder. I think it's because these characters are good at hitting both Rosalina and Luma at once, while other characters often only hit one or the other.