What no no no NO-
....Ahem. *cough*
Rolls and spotdodging are a very, very good option this time around. However, using them to approach is just about one of the worst things you can do- dodging should never be your primary, secondary, or even tertiary mode of movement across the stage. I can tell you right now, this is not something ZeRo (or any player with even a shred of sense) is doing in tournament play. It makes you predictable, and if you're predictable you're punishable... and if you're punishable, you've already lost.
In fact, it sounds like you have the opposite problem of most players, which is to dodge mindlessly all over the place- it's something people ask for advice on a lot in this thread, actually. If it's a matter of remembering that you even have the option to do it, I'd just try and get it drilled into you. If it's just not an option you use all that often, great! That's no problem at all, you're doing things perfectly; just keep it in mind as an option to get out of hairy situations. You also have the options of spotdodging, or just shielding in place (another option that's much better in this game), or even just throwing out a quick attack to cover the space in front of you.
Places to not roll would be anywhere that constricts the animation, particularly platforms. While you can get away with shielding and spotdodging there, a directional roll is confined to the platform, making it very easy for people to throw out an attack to cover one (or both) of the two places you could potentially be headed with it. You can get away with it sometimes, but use it sparingly. The same goes for rolling into people, because it's absurdly risky and if they anticipate it they'll have something waiting for you- think about dodging right into an eager Jigglypuff's Rest, and you'll get the picture.
Hope this helps! (and sorry about the wall of text, with luck it won't be too hard to understand all this)