Final Dest and Dreamland all day with Falcon in teams. Vs. Fox/Shiek go dreamland for the wide sides and ceiling to minimize the stocks that Marth loses off the top and CF loses off the side and emphasize your superior recoveries, and vs. Fox/Marth you want Final Dest just for the raw combo action and the ease of manuverability that Falcon has there to get around their janx; also chainthrowing and techchasing and all that are great there, and edgeguarding with Marth/Falcon with no platforms is serious business.
Yoshi's story is really good for Fox and Falco, because there are all kinds of ways for them to score low% KOs, esp with Fox's usmash and Falco's dsmash, and they manouver excellent and combo very well on the platforms, along with great edge play on that stage; I'd even switch to Fox if I was the Falcon player to play there. It doesn't hold the same advantages for Marth as it does in solo play either, because Marth's Fsmash is VERY punishable in teams, so he can't spam it for the ****, and also it's difficult to sweetspot his upB there because you have to fall so low. It's great if there's a Peach cuz you can knee her to death eazy fo sheezy and Marth can do his Ken combos and fsmash spam on Peach there all over, and it's pretty good vs. Shiek too (like I said if you have a Fox backup and are having trouble with le Sheik, Marth/Fox is very good against Sheik/Fox on Yoshi's).
IMO cruise is one of the better Sheik stages in teams, not so much Marth because his Fsmash setups there are weak, and though opportunities are presented for sweet knees, the same opportunities show up for Bairs for every character and are pretty glaring vs. Falcon, and you can't edgeguard at all there, but they sure as hell can spike and shinespike you.
So basically I disagree 100% with the above post (esp the part where Falcon is good vs. Shiek). Stick to the flatland and practice your combos and kneeing stuff out of grabs.