I always ban Halberd and Delfino. Technically, both should be good for MegaMan since low ceilings = earlier kills with uair and utilt, but it never seems to work out that way for me. I've had no experience with Diddy after the patch, but ROB really can exercise his top screen kills better than MegaMan can on both of these stages. I've never liked Delfino, and it doesn't seem to give MegaMan any benefits outside of the aforementioned low ceilings.
Now that Lylat is fixed, I have no problem with it. I actually never had enough of a problem with it to ban it in counterpick. Either the opponent hates it so much they won't pick it, or half the time they will pick it and get screwed by the edges. The tilt of the stage is a double edged sword, as you can stick a Crash Bomb on the stage itself and do some pretty nfity area denial, but because the tilting is mostly random it's hard to do this in a way that consistently gives you good results.
I like Battlefield, and I've had some good times on it, but I've likewise had some really bad times on it. I don't think it's as friendly a stage to MegaMan online as it is locally for various reasons, and I've had some of the most one sided matchups vs Pikachu and ROB on Battlefield that I've ever had - they were not in my favor.
I don't like plain Final Destination. The background is distracting and hurts my eyes, and I honestly wish Omega Battlefield or somewhere with the same everything as Final Destination would replace Final Destination as the default one for tournaments that only allow Omega stages as counterpick. I especially like Wily's Castle, Wii Fit Studio, and Orbital Assault because the walls give MegaMan another recovery option in the form of the scar jump. I was pretty sure I could do this on Kalos, but either I never could and just thought I could, or it was actually patched out in 1.0.6.
I honestly don't have much to say about Smashville outside of it's ok. I'm sure we've all seen it enough to know everything about it. I've actually struck it before because to be honest, I'm sick of seeing it, and I feel like people are so stuck in the rut of playing it first match that maybe if we don't go there, it'll feel disruptive to their play.
I like Town and City better, the layout of the 3 platforms is far enough apart and high enough off of the ground that it functions like Battlefield without really giving Mario, Fox, or ROB's strong uthrow an advantage. When it switches to the pair of Smashville platforms, it's basically Smashville, so no downside.
Castle Siege is a real meh in my book. The first part is ok, and the third part is ok, but the second part kills it for MegaMan. Statues block his attacks, walk off edges being the double edged sword of the century (as usual)... it either slows the pace of the fight to a crawl for like a minute straight, or ends the match on a really low key.
I don't play on Duck Hunt very often, most opponents ban it, and I never see a reason to go there. The ducks can sometimes get in the way, and the dog popping up has caught me off guard before, but that's my own fault. I've only ever counterpicked it against the player, not the character, as I know some people really hate how it has the same zoomed out sort of look as WarioWare. Getting someone up the tree on the far left is a good way to get them off the top of the screen.
Just because I'm one of those people who argues for the validity of reasonable stages, I think we should probably discuss Kalos in here too, possibly Wuhu. I've seen people include Wuhu in the counterpicks list, and Kalos was recently added to counterpick in a local tournament here. I don't really play on them that often, but I do feel like Kalos is totally legit - no worse than Halberd at least.