Play as Fox or Falco and spam SHL is what I do. If one of them get's fed up and attacks you, **** him. If two of them do, retreating SHL is your friend, lol. I word of caution though, if you do this with Falco, you'll get attacked fairly quickly because his gun is more noticeable (the stun. Duh, lol)
Also, if you're Fox, use the shine to steal kills. For example, if someone knocks someone off, and they obviously can't recover, just wait for their upB, then jump off and shine them so that you're awarded the kill. You can get an easy 1-3 extra kills a game doing this if you watch for it, sometimes more (my record is 5)
By the way, if your spacing is good, Marth does very well in FFA. Spaced fairs/dfairs, bairs, ftilts and fsmashes are hard to get through in 1v1, let alone FFA. If you do that properly, not many people will be hitting you. +bonus points if you can fair away projectiles. People will get angry at you, lol.
EDIT: I'd also like to stress what Anemone said about not getting stuck in the middle. Try to keep to the outside of fights as not to get surrounded. There's nothing worse then that in FFA.