When Marth is zoning with sh double f-air wall, you can roll towards him in between the first and second f-air and u-tilt like @3:06
http://www.youtube.com/watch?v=5vmZ_LUiKic. You can also b-air or f-air OoS if the f-air hits your shield, possibly f-tilt too.
You can SDI to avoid the last hit of the neutral combination dancing blade, just hold away when you get hit by the first hit. Then you can punish with a f-tilt or something. And if he finishes the DB on your shield, you can aways punish.
Watch out while recovering, because Marth can harass our recovery pretty well, because his attacks are very fast and they can kill you relatively early when off-stage.
When going off-stage against him, try to force him into using his 2nd jump. Even if he makes back to the stage, it's more % to him. Just be careful when going for a gimp/edguard/edgehog, up-b is fast as **** and has invincible frames 1-5.
Avoid staying directly above him, getting juggle trap'd is never fun, and his unstale u-air kill pretty early if you aren't close to ground. If you hit him with a d-air, follow up with f-tilt, because he can up-b if you try to grab.
To approach/pressure his shield, mix up SH b-airs and FH b-airs, and the occasional f-air. If he's spotdodge happy, dash attack, f-air, d-air and jab. Also, running shield grab to d-throw strings.
U-tilt and u-air juggles, don't be afraid to pursuit him from underneath, he can only d-air, airdodge or counter. Bait airdodges and counters, and his d-air has massive lag.
Space as perfectly as possible. His up-b OoS is a pain in the ***. Everything he does is a pain in the *** actually.
DON'T
SPAM USE INHALE AT ALL (only if you're at high %s). DON'T SPAM F-SMASH. SPAM B-AIR! D-THROW <3. U-TILT <3. DON'T USE STONE OTHER THAN TO EDGEGUARD.
NEVER APPROACH UNLESS YOU HAVE TO, let him do all the approaching.
Oh, and avoid rolling at all costs, especially towards him. It's asking to get *****. Also don't spotdodge much, dancing blade/d-tilt ***** both.
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I have lots of videos against Marth on my youtube account, so you can get a look on what to do/what not to do. I really hope this helps :D Again, good luck to all of you.