How do we win?
Basically as Mario we want to keep you inside, so we can pressure your shield, and force you to stay close combat, because, if we're going to play the projectile game you win. Z-air can force Mario to be careful with how he approaches in the air, and with Mario's smaller range, you want to be able to force him to constantly be trying to approach you. And up-B can help Samus a lot, because it hurts d-air, and we like to put shield pressure on constantly. Also when Mario is offstage take advantage, force him to waste his jumps/Cape, and go for the edgeguard. If you d-air us, we're pretty much KO'd unless we're at super low percents.
What do we watch out for?
Cape! Avoid trying to be too predictable with your projectiles, and watch out for Mario's control of the platforms, Fireball's can be a slight nuisance as well if your trying to approach Mario. F-smash has huge range as well, again can be avoided by staying too close to Mario.
Stages to BAN/CP?
Hmm...Mario does quite well on Battlefield, any other stages with lots of platforms. I'd personally think it'd be good to take him to a stage with fewer platforms, and more room for camping.
Tips/Tricks when fighting this character?
Camp, force us to approach. And try to take advantage of Mario's recovery, for early KO's.
Videos?
MU classification?
I have no idea, I'd personally rate it even. I believe Mario can have an easier time getting inside of Samus, and racking up quite decent damage, and has an easier time KO'ing, then Samus. However, as long as Samus is unpredictable with her projectiles, uses upB whenever Mario is shield pressuring, and takes advantage of Mario offstage is what keeps it even.
Sorry, I'm not the greatest with match-up's, and I've fought few Samus', and most of this is thought out of my head, so I don't mind if you take it with a grain of salt.