Depends entirely on the matchup. For more physical characters I use some variation of a running approach (shield, dash attack, grab, pivot) or a short hop zair/side B. Short hop side B can be a great approach since you pretty much double the range on your tether, it's difficult to punish if you space it right, and it has a huge hitbox.
For projectile characters lots of short hops and a down B. Don't kick if you're using down B as an approach though, space yourself well, and vary your range. Down B doesn't have to be either long or short, you can move back and forth a bit. This means you can make it look like you're going long, and land short or vice versa, making it difficult to read.