Personally, I think it's a good idea to force your opponent to mix-up their playstyle, so I try to pick secondaries with that in mind.
I'd say right now, my strongest secondary to Capt Falcon is Villager. They play so differently it's insane. As Falcon I'm aggressive and wavedashy nearly all game, but as Villager I just run away and fire gyroids and SHFFL'd slingshots if I can't win the neutral game. Sometimes I'll even try to run out the clock if they're being defensive and the game is taking a while. It really can't be helped with Villager, he sort of needs to play like that to win games.
I've actually had to engage an "anti-villager clause" in friendly matches with friends because they ended up getting to demoralized if I fought them with Villager. Usually we talk smack but eventually they would just stop talking and I would just start to feel bad.
My avatar would indicate that I might pick Shulk, but I've put Shulk on indefinite hiatus for now. I don't think he's very good once your opponent knows how to fight him. He gets completely destroyed by everything if he hits shields.