Vs. Marth your kill setups are numerous. There is down throw to knee, up throw to knee, stomp to knee, and side b to knee.
The information in this link gives a lot of information on how to follow up off of down throw at any percent.
https://sites.google.com/site/smashapostle/captain-falcon/grab-conversions
Up throw to knee works around 70% I believe and stomp to knee works at many different percents. Side-b also comboes into knee at many percents. I don't know exact percents but you just have to experiment with each setup to get a feel for when they combo.
If you find yourself against someone at high percents like 150% then you should not just limit yourself to killing with knee. Back air and up air both are strong enough to kill and come out quickly.
Vs. Spacies you have follow ups from up throw
Here is a chart from Kadano
http://smashboards.com/threads/captain-falcon’s-uthrow-followups-on-falco.364342/
Stomp to knee is also common, along with side b to knee. Just getting them off stage can net you a kill though.