They can be devious at times, but usually i just end up laughing at their pathetic attempts. The most formidable level 9's are Jigglypuff, Lucas, Toon Link, Link, Olimar, Snake, and Ike. There are a few more, but most of the rest are just pushovers.
A good tip is to start at level 5's and work your way up. Do a stock match with 3 lives, 3 minute time limit on final destination with no items. Once you can beat 3 level 5's in a free for all match, increase the level up. If you're having trouble winning against 3 other CPUs, drop it down to 2 or a 1v1 match.
Eventually you'll be able to beat a level 7 CPU in a 1v1 match. Then you'll progress up until you get to 9. Now the best way to beat a 9 is to study how they fight. Try watching some CPU only matches. The only disadvantage about CPU only matches is they seem to want to hug each other instead of beat each other up at times. Don't worry--that's what the time limit is for.
I started my training by doing a free for all match against level 5s with 99 lives in Hyrule Temple, back in the days of melee. Now i can beat 5s without getting damage. It just takes practice, and you have to set up your matches accordingly to make sure you aren't putting too much of a challenge on yourself. Another good practice is doing Classic mode on various difficulties. Once you find the difficulty that you can't beat, fight those level CPUs. The highest difficulty only has a few level 9 CPUs--most are level 8s.
Again, it just takes practice. If you've already chosen your main guy that you want to master, then all you have to do is practice, and practice, and practice, until you can beat 3 level 9s on a team against you.
Oh and by the way, don't EVER put items on until you can beat your CPUs without them. Items give them an advantage, and if you become accustomed to playing with them on, you'll be at a disadvantage when they aren't available. It's better to learn with them off, then learn them, instead of vice versa
