Get familiar with his range, first. When you're up against Marth, you really have no choice except to run away and remain outside of tipper range until you find a decent opportunity to get inside. . .which is hard, of course, since his tipper range keeps you out, and his grab range makes close-range pressure kind of risky.
Also, as you realized, you can't combo Marth. Ever. You're much better off relying on very short 2-hit combos (or the like), because reliably combo'ing Marth isn't an option due to his DI + f-air. Stuff like b-air -> turned around jab -> d-smash is good enough if you can land the b-air in the first place. Or grab -> d-throw -> sex kick. The thing is, keep it short, or else you run the risk of eating unnecessary hits.
Really, the only thing you can do is just be super-evasive. Learn his range, and avoid his spacing hits as much as possible (i.e. wavedashing, shielding, spot-dodging, dash-dancing, rolling), all of which aid in being evasive. Look for openings, take advantage of them, land a (very short) combo, pull out before Marth can combo-break it, and rinse-lather-repeat. Not a good matchup for Mario.
DI and edgeteching is also critical in the matchup, btw. Eating consecutive f-airs or getting combo'd into a tippered f-smash should never happen so long as you DI properly. And edgeteching makes Marth's edgeguarding a little more tolerable.
Eggz should have more comprehensive advice. I actually don't do well in the Marth matchup in general. I just switch to Falcon as my standard strategy. >_>