Dash-dancing and grabbing are probably the most important things to learn for Marth. Now, what to do after you throw someone is a more difficult question.
Sometimes you just can't follow-up after a Marth throw... especially at higher percents. Don't worry about it too much. Grabbing your opponent a lot can disrupt their playstyle... it helps you keep control in the match. As you get more experienced with Marth, you learn when you can follow up with another attack.
Marth loves to f-throw to f-smash on light-to-medium weight characters, at anywhere from 0% to maybe 70%. If they don't DI left or right, they will often get tippered. Just try to c-stick an f-smash as fast as possible... the animation for Marth's f-throw ends sooner than you'd think. Then again, if they DI away from you, then you usually can't hit with f-smash... you just need to throw quickly sometimes and catch them before they DI.
Other times, f-throw to f-air or n-air can work. Marth has few options after grabbing vs. a floaty character above 100%. Though, a plain up-tilt starts killing floaties a little above 100%.
Against Fox and Falco (and sometimes Falcon), you almost always want to up-throw. That can lead to another grab (0-45%), up-tilt (20-60%), f-smash (50-80%), n-air (60-120%), etc.. You have a lot of options here... experiment and find out what you like to use. And those percents are very rough estimates.
Other advice:
Practice edgeguarding with f-smash or d-tilt. Don't stand too close to the ledge when edgeguarding.... just close enough to tipper them if they try to grab the ledge. Marth is probably the best edgeguarder in the game when it comes to standing/walking at the ledge and reacting to your opponent's jump or up-b.
Against Sheik and Fox and almost anyone, you really really don't want to get grabbed. Sheik especially will wreck you with grabs. Dash dance around and look for openings and grab them instead.
Don't use d-air until you can L-cancel it.
Until you get used to wavedashing and dash cancelling, walking isn't that bad of an idea. Walk-to-fsmash is broken.
Speaking of dash cancelling... to do it, while dashing, smash down on the control stick, and you'll revert to a standing or crouching position. This is the best way to do d-smashes on the run... so characters like Peach and Sheik love it. Dash cancel to f-smash is alright, though I prefer wavedash to f-smash with Marth.
Marth's best moves are f-smash, grab, and f-air... in about that order. Use and abuse them! Up-tilt is also up there.
Final statement! Marth's game is very dependent on your ability to watch and predict your opponent. Comparatively, Falco's isn't. He prefers a more brute-force approach. You won't win many games with Marth if your plan is to run directly at your opponent and attack.
That was a lot of text. >_< If you yearn for more Marth advice, look around the Marth boards:
http://www.smashboards.com/forumdisplay.php?f=69