Admittedly, I haven't studied many Roy videos and can't really help too much with specific matchups, but I do realize that I haven't seen any Roy players chaingrab the spacies at all. Even if it doesn't lead to too much, it could be very demoralizing (who wants to get chain grabbed by Roy), and depending on DI, you could get them to the edge to do whatever Roy does. Just a small amount of input from a Ness player.
While this may not be an unusual tactic, I figured it should be something to be brought up. I feel as though free percent is amazing, especially as Roy, and considering (I think) he can dtilt into grab, it shouldn't be a terrible set-up.
Also, I would like to bring up the dancing blade (if it's still called that; I know that's what Marth's is called). Just from watching the few videos of Roy I have seen, it looks like you get the most shield poke opportunities from the up variation of the fourth hit, the down variation of the third hit, and the down variation of the fourth hit.
I don't really know how much of that last paragraph is true considering the very small amount of times I have played Roy and the few Roy videos I've watched. I don't really know how much of Ken's Roy got footage, but he does have a twitch and I doubt he'd mind talking about it since it was his "playing for fun" character.
Oh, and one more thing. The Marth matchup has been talked about (at least really early in the thread; 26 pages is a lot), and I figured I could add one thing. Do not forget about the edgeguard specifically made for Marth where you light shield and DI toward the ledge so you can beat him there. People seem to forget about that edgeguard now because I rarely see it used, but for low tiers like Ness and Roy with bad recovery, it seems like a pretty good option.
I really don't know how much of this has been mentioned. As I said, 26 pages is a lot, and I am just a lowly Ness player. I feel your pain as a low tier player, but it is so much fun. XD