Strictly speaking, it's maximizing your chance of winning. On the one hand, if you spend all your time honing your skill with Roy, you're not really playing to win. On the other, if at present time Roy is your best character and maximizes your chances of winning, you should use Roy. Keep the distinction in mind: the skills you hone do not necessarily have anything to do with the present situation. For example, if you've ever met a Marth newby who is prone to spamming forward smash, you'll tell him he needs to forward smash less. While spamming the move is highly ineffective, if it's currently his best strategy, and if he were present at a tournament, the suggestion would be for him to play as he normally does.
Sadly, the above distinction often forces players to continue honing a sub-par strategy. If your main is rather bad, but is so much better than your other characters, you are very tempted to simply continue using him. Whether this is playing to win is somewhat time-dependent and difficult to assess, and really just boils down to how long it will take you to reach the same level of skill with a superior character. For the most part, I think skill in this game "carries over" to other characters pretty well (not to suggest that it's character independent; merely that you can focus on a new character and relatively quickly shift mains), so I think it's in any player's best interest to maximize his chance of success by picking a viable character.