Play in online tournaments. I'm not really sure how Nintendo handles for glory, whether there's a dedicated server or if it's peer2peer, but it is objectively ballsack 98% of the time, which is something I almost never get against someone on my friends list. You'll either blast through the other players because you're better and gain nothing from it, or you'll meet someone around your skill level who gives you the workout you need.
If you lose, try not to immediately blame lag. It's easy to write off an online loss as lag, but save a replay and look at the gameplay a day or so later. If you notice really obvious things like whiffs you'd never make in person (facing the wrong way, completely botched inputs) then you can safely say lag killed the game for you, but in general, a little input delay is something you can adapt to pretty quickly.
MegaMan's an interesting character to discuss lag about. For me, it either ruins the experience or sometimes makes kills a little easier. I get plenty of opportunities to play against people in person, so I know the difference between lag accidents and legitimate failures/successes. Putting out the kill with MegaMan is the hard part in either scenario since it's so heavily influenced by good reads, so when you're online if the connection is a little sketchy, focus more on how you put damage onto your opponent, and not as much on how you [failed to] close out their stocks. MegaMan is, at his most basic, a character about never letting anything surprise you and thinking on your feet constantly. Translate what you know works to put damage on into your matches in person, use your knowledge of how the match is going right at that moment to set up your kills.
The big upside to having to add people to your friends list for an online tourney: you'll create a quick network of people who are around your skill level to play friendlies against, and you know how their connection will be most of the time.
As for amiibos... Eh. Even well trained, they go between being idiots and being challenging, but not for the reasons a human player is challenging. When you play against another person, a game becomes a cycle of playing your opponent and adapting to them playing you. Against an amiibo, you'll hit a point where you learn to play them... and they'll never adapt adequately. It's the same issue as playing against a CPU player. If you have a little collection of amiibos going, give it a try sometime. I don't recommend buying one just to train against if you weren't already into the idea of collecting some figures, though.
