It's pretty matchup-dependant. FD is nice against characters he can chainthrow (fox, falco, falcon) and chars that suffer from the lack of platforms (i.e. ganon). Yoshis and FoD are good against characters who do well with space to establish control (i.e. the Links, Samus, etc.) or who may live too long on other stages (Peach, Jiggs, etc.). Stadium can be good against floaties or characters that have particular trouble navigating the transformations. Dreamland is good if you need space to maneuver (i.e. against Marth) or are against characters with poor recoveries (Marios etc.). Battlefield is good if you want a mix of those things, like just enough space to move around while still having usmash be potent.
Also pick to your preference. Pikachu does ok on pretty much any stage, pick whichever you're most comfortable on.