This will sound extremely condescending when I'm not aiming to be, but every time you start feeling frustrated, go play some lv. 9 bots. It sounds really stupid, I know, but no matter the stigma to 'playing bots', when it comes to reinforcing mastery over the basic mechanics and experimentating with spikes/combos/hitboxes, it's certainly helped me.
The dodging thing is, I assure you, not just your problem-- chasing rolls is harder than ever in this game-- especially given that down-smashes are so often worthless for punishing rolls. Shulk, luckily, is a bit of an exception to that, given that his range is phenominal, and Link can out-harass a Robin projectile-wise if need be... but the key is that the immense roster still necessitates practice against /all/ of them, and bots do offer that-- lv 9 bots in this smash seem to have lost a lot of the bad habits of previous games, and you can tell the designers put in very, very player-like tactics (if you're at-range, Zelda will spam Din's fire, while Dedede will rush you if you reflect a gordo-- you don't want to get /too/ used to reading bot-like responses, of course, but for mechanics, bots are a better option than they've ever been).
Shulk is also, by the by, an extremely difficult character-- rather than speed or power, his advantage is unparalleled melee range. What's helped me quite a bit in many guitames (including smash) is to record replays where I can tell mistakes were made (so... all of them where it's not some side-B suiciding little mac?), and then to practice against bots until I break whatever bad habit I had, or until I learn to use a specific combo, or until I get the feel for a certain hitbox... That's how I learned my Arcfire combos when I was starting out, how I learned to use my Nair after that, how I learned to combo Arcthunders after that, how I learned to use grabs (and dash-cancel grabs) after that, how I learned to hit my Elwind/Dair spikes after that, and how I'm currently learning to B-reverse on-demand presently. Personally, unless you can 7-stock an AI of every character at 0%, I'm feeling like there's improvement to be had through such practice. Even then, practicing things like how things feel in each Monado art is apt to take quite a bit of feeling out regardless of the mode-- don't expect humans to act like AIs, but bot games are another tool at your disposal that always ends up underutilized due to elitist ego-stroking nonsense.
In general, try to avoid dash attacks-- they're one of the easiest traps. Getting comfortable with your own grabs to the point that you'll use them in favor of dash attacks tends to work out on most characters as a start-- mixups after that are helpful, of course, but it takes rolling (which means it's not punished) or sidestepping (which, frankly, is vastly underused in this game due to the immense safety of rolls) to evade, rather than either of those /or/ simply shielding (which sets you up to be grabbed). Shulk, excells in keeping opponents outside of close range, namely with his massive range attacks like Nair (short hop that /constantly/-- it autocancels), and DSmash (lduration and reach are both deceptively long) seems great for punishing rolls (as it keeps them out of grab-range, and grabs are the usual follow-up). Any time you smash attack and it you're hit for missing, though, take it to heart-- overusing smash attacks is cheap and rewarding in the short term, but it creates terrible habits that will get you grabbed, comboed, and smashed in return quite often for overusing-- they're meant as punishes and potential traps for foes, not bread-and-butter moves.
Also, while mastering the monado arts is certainly the key difference between a good and a great Shulk, focus on mastering it one step at a time. Learn the single use for jump (tap B once before double jumping/airslashing if needed for recovery), then maybe get into the habit of using defense whenever you hit 100% or so (approximation-- varies depending on your foe of course)... then try using buster when you and your foe are both nearly 0%, or smash when you get a feel for when the knockback will be key, or speed when you feel the need to pressure-- some of the advanced uses are certainly by-feel, but trying to learn more than one thing at a time just gets frustrating and tends to have you sabotaging your own game (by, say, focusing so much on what monado art should be active that your actual attacks end up being spammed smashes and dashes).
Don't use side B, or up B in a fight, though. If someone lands after an airdodge and is only in range of side-b or something, alright, but b-spamming tends to get someone decisively stuck in a more permanent way-- can't tell you how many Samuses I've seen who only ever dash attack and missle/charge shot, but I'm always tempted to switch to Fox or something just to sit there with a reflector and laugh... I mean, we've all seen that Little Mac who spams side B then goes flying off the stage, or that one guy who only uses falcon's specials, or the other who doesn't know Link has a sword... And, I mean, projectile spam is certainly a viable way of eking some free damage out and forcing a foe to approach (keeping defending advantage), but overreliance means that, once they do reach you, you lose all ability to defend yourself once your b moves start getting predicted. Also, by contrast, if you see someone who doesn't grab, -do- feel free to overuse your down b. Counters are extremely safe in this game, and their damage returning properties makes them potent kill moves to boot. Grabs are the main way of dealing with them, though copious projectiles can somewhat mitigate their effectiveness as well, and so punishing aggressive foes or those with painfully predictable timings (soooo many little macs...) with a counter is an incredibly powerful tool... but don't let that keep you from actually fighting your opponent, as encouraging grabs if you're already having trouble with such will only lead to more problems.
Tilts, Nairs, grabs, and shields tend to be the most important things to start with. Tilts keep you from being grabbed (as well as happen at similar speeds to rolls, so you can roll-chase through repeated tilts), while grabs let you deal with a foe's shield. Nair's, meanwhile, particularly as Shulk, will be some guaranteed safety, given that you shouldn't be too vulnerable to any but perhaps shield-grabs through it-- short-hopped Nairs just feel so difficult to punish.
Anywho, hope something out of my rambling wall-of-spam is of help-- if Little Mac is a key problem, I'd say throws and counters are apt to be your best friends, given how vulnerable he is off-stage when thrown and how hard his deflected attacks will hit. It might get you through some of the 50,000 spammer LMs, but keep in mind that there's still a few hundred that will absolutely destroy you (as they're flat good players). Also, that's a great estimate, methinks-- more than a million have the game (according to my GSP in multi-man, which ceased to rise), and, assuming that around 50% (ballpark estimate) play the online (many in japan in particular will play it mostly local, thus smash run's oversight in lacking online), and given that conquest lists the 50% little macs out of 20% or so of the roster... half a fifth of half a million would be 50,000. Granted, there's certainly plenty who are great players rather than those bandwagoning as if they thought him Metaknight, but those outliers are apt to be negligible in this count, if only because of the rounding down...
...That was quite the irrelevant tangent, actually. Personally, I wish I could spar with more of the fantastic LM players-- it'd make the cheese champs laughably easy by comparison. Though, trying to keep up with a character moving quicker than Sonic and hitting harder than Bowser on the 3DS screen is certainly difficult-- don't let it dishearten you. Though, be sure not to stick in lobbies too long for rematches against those who are vastly above or below your skill level. If they're below you by a fair bit, you can certainly give them a chance to rematch (if they weren't using a familiar character or simply were on tilt or whatever-- 2-3 games to be sure won't hurt), but while facing better or equal skill players is how you learn, facing those who you can't keep up with at all just kills morale rather than letting you take something away from it of-value. Take it from a gal whose been stuck at 'intermediate' in countless games from starcraft to smash, only to finally make some breakthroughs (namely, pokemon)-- until you have the mechanics and experience to put up a fight, you're moving in the wrong direction to face people who've adapted more to the metagame, and facing those too far below you will only reinforce some terrible habits through their predictability (like smash/dash or B-spams).
Again, sorry for the spam. Hope something in there's of-use. Most of all, though, just keep practicing-- playing against humans to do so to start can just be frustrating if overdone, so be sure to set aside time to work on mechanics more 'alone', if you can't get friend-wise peoples. >//<
Edit: Also, all the posts thus-far give some great advice-- aerials against LM tend to be safer than against almost any other character, given he can't really chase you into the air, but be careful of landing lag. Shield-attacks are likewise massively important, and while I mentioned shielding, I didn't think to mention that-- very good call there. As for your attacks being 'trumped', keep in mind what attacks are quick or slow to come out, as well as the 'priority' of them-- Bowser's drop kicks won't be stopped by a jab, but keep in mind that, since you have a sword, you can parry many, many attacks just by making them hit your sword mid-swing, canceling both attacks. Dash attacks certainly do help quite a bit against spammers, but just keep in mind that they can be a bad habit to be overusing otherwise-- for that matter, taking advantage of some spammed attack for a counter or a potentially combo-able throw might be better in the long run. I can't seem to make a post that takes less than an hour to write (or, for that matter, read). ._.
Edit 2: For the record, I'm flatly average at Smash 4. I use all my attacks moderately well and all at this point, but plenty of matchups give me trouble, and I'm nowhere near even what minor competitive edge I had with melee (tipper tilts or no, I was still barely wavedashing >//<). I've had 60-ish % winrate thus far, but I chalk that up to terrible matchmaking rather than any talent-- I'm far better at the whole analysis and planning aspect than playing, as of yet (apparently, being able to make reads doesn't rust away like reaction time). Speaking from similar circumstances and hoping to be of help in getting to 'intermediate', but I'm not apt to be much help beyond that. ^^"