Well, if you're just starting to take in Snake, there's a couple of basic Adv. techniques that you can start to practice right away.
~One of the more basic ones, as False mentioned, is Grenade stripping. Basically, you press "B" to pull out a grenade, and immediately hit the shield or grapple button. This should cause the grenade to drop to the ground, allowing you to pick it up again. Due to this process, it's now considered an item, therefore, this opens up a wide variety of possibilities, such as being able to throw upwards, downwards, and behind you. Of course, this isn't all you can accomplish with this process, but lets stick to the basics for now.
~One of the more well known ones, is Snake's DACUS (
Dash attack canceled up smash.) This will probably take you a while to get the hang of, but ounce you've practiced it enough, it will become one of Snake's easiest techs. First, start off by initiating a simple dash forward. Immediately after, tap down on the C-stick with your thumb. This should activate Snake's forward roll. During the rolling animation frames, immediately press "Z" and up on the control stick simultaneously. If done correctly, you should activate his up smash combined with a very efficient slide forward. This is quite crucial for any Snake to know, for it could lead into some really neat follow ups.
~Mid-air pivot-nading is essential to provide a safe landing against players who are well aware of Snake's landing options. This takes really precise timing, and ounce again, you might need to practice it constantly in order to properly get it down. Say you were just knocked into the air, and you were descending back down onto the stage. You are currently falling right, and you're opponent is right below you, about to initiate the finishing blow. In this scenario, you would press "B" and quickly tap the control stick in the opposite direction. If timed correctly, Snake will pull out a grenade and pivot in the opposite direction, providing you with a safe landing. Be careful however, for if you time this wrong, you will either pull out the nikita, or simply pull out a grenade without the pivot.
I'm not sure if I was helpful to you or not, but I hope that gave you somewhat of an understanding on Snake's Adv. Techs. There are plenty more where that came from, but I find these to be the essential ones every Snake should know.