Most fun MUs are Sheiks that don't know the MU, Falcos that don't know the MU, and Falcons that don't know the MU. When people know the MU, probably Peach or Ganon.
Most fun thing to do with him is combo into the flaming dair. Bonus points if it's offstage or you get multiple flaming dair hits. Anything involving stuff > bair > grab > more stuff is pretty cool too. Any amount of projectiles greater than 1 into dair is also really fun. I also have a lot of fun threatening to time out Puffs on banned levels but I don't think that's fun for most people.
Aggro YL is kind of cool but not really what the character is built for. He has a decent sex kick approach and can do a ghetto version of what Peach does to encroach DDs and similar in that he can toss a toy and follow it up. But he's kind of weak vs shields in combat and fragile vs some of the good characters' grabs, which makes his offense kind of dangerous to use that way. He's okay for speed but covering certain repositioning options by Fox and whatever can be a pain. He's built more for zoning and defense in general IMO even though that style is not as exciting. Playing his defense allows him to circumvent his grab weakness more by drawing the opponent in and trying to coax them into fighting on his terms, rather than vice versa. A lot of his moves get a lot better when certain conditions are met (see: uair in general vs uair when people are above you) so it makes sense to try to pull them into those conditions (which, for YL, means getting people to chase you).
Against space animals you just want to force them to go low in any way you can and then nair them. Jabbing illusions, covering the edge area with various styles of nair, f-tilting things, etc. and then following up with offstage nair will be most of your kills vs spacies. Tossing a bomb into their sweetspot attempt and following it up in any way you can is also a simple, effective strat. Ramboing them offstage with a really aggressive nair vs their high recovery is also situationally good.
YL's combos are pretty intuitive for the most part. Bomb into stuff. Uair into stuff. Bair into stuff. And so forth. You should probably know when his up throw starts comboing into things against the less floaty characters (I think it's like 30% on Sheik and then I forget the rest of the cast).