You can play any way you want, but I am going to tell you one of the easiest ways to beat falco, and it usually involves a stylistic change in play.
1. pick any stage
2. stand next to the ledge, facing away from it
3. Make Falco approach (get good at powershielding lasers too)
4. get a grab
5. down throw
6. edge guard
I. Counter, dtilt, jab, or grab ledge depending on their DI and recovery option (usually counter works for firebird at an angle)
II. jump down and hit them if they opt to firebird, falco's fire doesn't hurt you, or stay on stage and dtilt or counter again if that seems better or safer
III. Edgeguard really hard until they die
7. rinse and repeat for the next 3 stocks
This is a very campy style of play, but it works. You cannot play falco at his game of rush-down pillaring and **** combos; if you try to play their way you'll lose, and that goes for any matchup--never play your opponent's game. If gimping isn't your style, but it really should be and pretty much has to be if you want to ever win this matchup, then you can try other methods such as using counter to sway the momentum into your favor. If you know falco is going to approach with dair or shine, then just counter. People underestimate counter, but look at old videos of ken vs PC chris, it is perfectly reasonable method to stopping an overly aggressive falco. That being said, use it with discretion and don't make a habit it out of it because habits are punishable.
Additionally, grabs and chaingrabs are your friends. Any time you can get a grab you gain control of the match. You always want to be in control. Grabs make the matchup winnable for marth, they're that good.
In short; grab, gimp, counter.