I want to preface this by saying that I have not discovered any of these techniques, but upon perusing other characters' boards, as well as our own, I have discovered a variety of useful techniques which seem to have been either discussed only briefly or left out of the general discussion topics entirely on Snake's section of the boards. For anyone who has not heard of/tried out these tactics, I would recommend at least experimenting with them. They are all relatively easy to learn and, although sometimes situational, allow for a greater variety in your gameplay and mind-games.
Air Dodge Grenade Drop
Ok, this technique is really very simple but I believe that it has a lot of applicability, particularly in the area of protecting the aerially challenged Snake when decides to take flight and attack his opponent. Simply put, if you shield drop a grenade on the ground and then pick it up, you can jump into the air and drop it softly and slowly (rather than throwing it fast and hard) simply by air dodging almost immediately followed by A or Z.
This can be used for mind games against an opponent who expects you to perform an aerial, or to bait you opponent into attacking your grenade while you dodge the blast, throwing them into the air while you land safely on the ground to allow for juggling.
Grenade Pull Grenade Drop
Similar to the above technique, you can also drop a shield dropped grenade in midair by pulling out another grenade. The upside to this method is that you have another grenade in hand when you land, the downsides are that this method has more lag, and you are vulnerable to your dropped grenade's blast should your opponent attack it. You also have no way of dropping the second grenade, you have to throw it or wait until you land on the ground
Platform Stall Bair
I've seen this technique discussed before elsewhere, but no one seems to talk about it much so i figured it deserved some mention. On a platform, if you begin to fall through and then down air, Snake will move up slightly before he shoots down, but this brings him back on to the platform. because this happens early in the key animation, it gets auto canceled better then normal, allowing you to recover faster to chase down your opponent
Fakeout Grenade Throw
This can actually be performed in different ways to ensure different results. The first way to to make sure that you already have one grenade in play, shield drop a second one, and then press B to have Snake perform an empty throwing gesture. Follow this by picking up the grenade you just dropped (now almost perfectly cooked) and throwing it normally. This can be used to fake out your opponent, trick them into shielding, jumping, or dodging, all while you cook another grenade to throw their way.
The second method for performing this trick is to shield drop a grenade and then immediately perform the motion for a mortar slide. Snake will throw the grenade forward and them (in a very glitchy looking way) fake throw directly upwards. Again, this is useful for mindgaming your opponent.
Platform Drop C4 Stick
If your opponent is below you on a platform, you can drop down and immediately stick C4 to them without them noticing. This has usefulness because it is one of the least frequently noticed methods for sticking C4 to your opponent, and also puts you in perfect up-tilt range.
This move, more than most, is very situational, but your opponent will definitely be surprised when you manage to pull it off
Reverse Aerial Rush
Air Dodge Grenade Drop
Ok, this technique is really very simple but I believe that it has a lot of applicability, particularly in the area of protecting the aerially challenged Snake when decides to take flight and attack his opponent. Simply put, if you shield drop a grenade on the ground and then pick it up, you can jump into the air and drop it softly and slowly (rather than throwing it fast and hard) simply by air dodging almost immediately followed by A or Z.
This can be used for mind games against an opponent who expects you to perform an aerial, or to bait you opponent into attacking your grenade while you dodge the blast, throwing them into the air while you land safely on the ground to allow for juggling.
Grenade Pull Grenade Drop
Similar to the above technique, you can also drop a shield dropped grenade in midair by pulling out another grenade. The upside to this method is that you have another grenade in hand when you land, the downsides are that this method has more lag, and you are vulnerable to your dropped grenade's blast should your opponent attack it. You also have no way of dropping the second grenade, you have to throw it or wait until you land on the ground
Platform Stall Bair
I've seen this technique discussed before elsewhere, but no one seems to talk about it much so i figured it deserved some mention. On a platform, if you begin to fall through and then down air, Snake will move up slightly before he shoots down, but this brings him back on to the platform. because this happens early in the key animation, it gets auto canceled better then normal, allowing you to recover faster to chase down your opponent
Fakeout Grenade Throw
This can actually be performed in different ways to ensure different results. The first way to to make sure that you already have one grenade in play, shield drop a second one, and then press B to have Snake perform an empty throwing gesture. Follow this by picking up the grenade you just dropped (now almost perfectly cooked) and throwing it normally. This can be used to fake out your opponent, trick them into shielding, jumping, or dodging, all while you cook another grenade to throw their way.
The second method for performing this trick is to shield drop a grenade and then immediately perform the motion for a mortar slide. Snake will throw the grenade forward and them (in a very glitchy looking way) fake throw directly upwards. Again, this is useful for mindgaming your opponent.
Platform Drop C4 Stick
If your opponent is below you on a platform, you can drop down and immediately stick C4 to them without them noticing. This has usefulness because it is one of the least frequently noticed methods for sticking C4 to your opponent, and also puts you in perfect up-tilt range.
This move, more than most, is very situational, but your opponent will definitely be surprised when you manage to pull it off
Reverse Aerial Rush
Obviously you can use this to rush in and approach with your very strong Bair. Snake's RAR is not quite as quick as some other characters, but it definitely has its uses in your gameplay.VIDEO:
(Utilizing Mario's Bair)http://www.youtube.com/watch?v=vC3W_AxqxSE
Not entirely advanced, but...
Because of the new game mechanics in Brawl, you can run forward, turn around, and jump, making your character keep your forward jumping momentum while facing the other way.
Simply Run forward, then turn around and jump at the same time. Then hold the direction you were running toward.
This feels like a very important technique, as many characters have very good Back aerials, but bad or decent Neutral airs or forward airs.
This was possible in melee, but your momentum was slowed down. Not entirely "advance", but very useful.
GIF examples of jump back toward (video from me, GIFs made by Crispy4001)
Seen in the following GIFs is Toon Link running toward Ganondorf and then approaching him with multiple back airs while still moving toward the enemy.