The most important thing is to cover Fox. Fox is bad against characters with easy throw kill methods - take that as you will.
Falcon can't be covered, at least in theory. The community still doesn't realize that he's the theoretical best character in the game when played perfectly. You have to instead CP based on opponent habits and this has to be done in real time. It's good to learn as many characters as possible for this alone.
For similar reasons, you can't CP Diddy or Sonic. Really, just pick a throw kill character for Fox. That's the best you can do.
edit: And don't pick up Jiggs as a G&W main. The similar, aerial-focused playstyle is very tempting, but she's actually even worse than G&W in this game, and she will offer you nothing except a slightly easier time against DeDeDe, who isn't even a problem for G&W in theory.