When playing Megaman, it's best to try and maintain a range between the 3/4 point and the end point of his jab. That being said, no one is perfect and Mega has options for every situation. The key to success is getting down the proper timing for utilizing each of his tools at the appropriate time. Mega has the unique ability to have a constant barrage of projectiles flying at his opponents from a multitude of different directions.
Mix up between 1 ,2 , or 3 pellets, and saw blades to slow their approach while using short hops to maintain distance. At longer ranges, saw blades can still be effective, but it's also a good idea to mix in crash bombs, which can lead to various string set-ups, including shield breaks and grab combos. Other long range options include full charge f-smash, which is usually risky, but makes for a great landing punish if you're opponent isn't in range to punish the end lag, or thrown leaf shield, which is great for cancelling out other projectile users' attacks mid-flight while still connecting with the enemy due to other hit boxes.
Juggling is easy with up airs, up smashes, and upwards thrown item bade, just remember to delay to catch air dodges. When getting juggled, mix up between dairs, fast fall fair, bair, and nair, diagonal saw blades, and leaf shielding. Alternatively, bait them into an aerial chase and then use rush coil to jump up and away, Megaman has pretty good aerial movement.
When an opponent is getting in your face, mix up between spot dodge, shield, shield grab, nair from shield, upsmash from shield, uptilt from shield, dtilt, or short hop fair.
Megaman's gimp game is unreal. If you get someone off stage, don't be afraid to throw anything you want at them if they're recovering high, just be sure to mix it up instead of using the same attack every time you get them airborne. When you're opponent is recovering low, you could still throw saw blades angled down, z drop them straight down near the ledge, go for a dair spike, or you could opt to chase off with a fair, bair, or nair. Bair is the strongest chase off option, but it needs to be RAR'd to hit them, which makes it difficult to hit opponents recovering very low. The best bet then is the melee range hitbox of nair, because it has a low knock back angle compared to fair which launches at a more upward angle. You could also put up leaf shield and run off to try and footstool for surprise kills, but it's a little gimmicky.
Back throw kills most of the cast around 140%, earlier with rage, and down throw is your main comboing throw. Usually, you want to go for dthrow into fair into upair at low percents for maximum damage, but at later percents it wont always combo properly so you could opt for just fair, bair, nair, or up air. Leafshield works well with the grab as well, but don't try to go for more than 1 pummel because megamans is too slow.
Saw blades are extremely versatile. They do 3% per hit when used regularly, and 5% per hit when thrown as an item, as well as flying faster when thrown as an item. Reg. saw blade throw can be combo'd into dash attack and grab at close range, and thrown diagonally downward in the air from a certain distance combos into the uptilt for a kill. When holding the saw blade, you can jump and then hit Z while the left stick is in neutral, to Z-drop a blade, which causes it do fall slowly, straight down, often increasing the number of times it hits an enemy. It's always a good idea to try and use the item blade instead of regular, unless you're going for the close range saw blade options mentioned above. Also, you can use item blade while you have leaf shield up, and then throw the shield or vice versa as a nice long range mix up.
Crash bombs combo into pretty much anything you want, you just have to space according to the situation. Crash bombs always send the target in the direction they were flying when they stuck to the first person struck with the bomb. So if you fired it right, it will send the target right, even if it gets passed to someone else. Keeping that in mind, you'll want to aim for the area they will be sent flying toward after the explosion when planning your follow up. Crash bombs can also be used to bait grabs (just be sure to time your throw so that the bomb is still on them)or a shield break. If your opponent tries to shield the explosion as well as an item blade into full charge shot, it will break their shield leaving them wide open for uptilt or full charge down smash if uptilt wont quite kill. Also, I won't go hugely into detail, but you can also do what's called crash bomb cancelling if you are below 40% damage, so look that up, you wont be sorry.
For general safety tips;
Don't use down smash. Ever. (Seriously, down smash is only good for super hard roll reads, and the "uptilt not strong enough to kill during shield break" scenario, otherwise, upsmash is better in any situation where it seems like down smash would work)
Don't stand still and spam projectiles, Mega has the best ability to continuously move while shooting out of the whole cast. Keep moving around unpredictably while you shoot.
Always cancel the end lag of pellets with a jump, whether short or full, it gets you out of that akward, "I shot you three times, lets shake hands" end lag when you use pellets to approach.
Sorry for the wall of text, hope this helps.