correct me if i'm wrong about any of these, this is what i've picked up browsing the boards, and my memory could be a bit iffy.
diddy's fsmash (and i feel like the same for pit's fsmash too): up and toward if near diddy, up and away if further away
pika's dsmash: up by itself works for me, some people say up and away, dunno if the away helps thaaat much
rob's dsmash: it should work like pika's, but i can't sdi fast enough to get out usually, so i guess up and away is better here?
kirby's combos: in the utilting, don't try to airdodge back into the ground or attack, just jump up to get away. for most of his combos otherwise i do believe sdiing away and jumping/airdodging generally does the trick
tornado: m2k's old advice of up and away and mashing airdodge, which practically never works for me =/. if he's moving left in the tornado, sdiing up and right has worked for me on occasion.
snake's nair: sdiing up works for me if he's caught me in it while he's falling, but i haven't been able to di out if he catches me with a rising nair
multihit jabs: i get the impression that unlike a lot of other characters that can punish multihit jabs bying sdiing into the opponent, doesn't work so well with ddd. sdi away to minimize damage.
falco's chaingrab to spike: sdi into stage and tech? apparently quite possible, but i haven't really been able to do it.
zelda's fsmash: sdi away
zelda's usmash: sdi up and away? never been able to get out of this one on purpose.
marth's db down: never tried this but, sdi away when hit on pretty much at the tippers, but sdi close, if hit closer, so you can punish the ending? not sure if this would work.
That's all i seem to remember off the top of my head, and again, correct me if you have better sdiing abilities. also, i'm curious if one could sdi down for some of these (marth's db down, snake's nair...) hit the ground and tech and punish? that'd be crazy pro though.
other things to sdi that i'd like to know about
mk's fair, bair
snake's dair (well i guess if you're hit on the ground and stay there you're screwed? no sdi on the ground if i remember properly)