For me, it's gotta be Kirby. That little puffball is the bane of Wii Fit's existence.
That said, it depends on the matchup. If it is an issue of just not knowing how the matchup works, then you practice and learn the matchup. However, there are some matchups that it has much less to do with lacking experience and more to do with the character's designs. In those cases, it can often be a better idea to just pick up a secondary. For example, I picked up Mr. Game & Watch as a secondary because he covers many of the matchups that Wii Fit Trainer dislikes (Pikachu, Ness, Mario, etc) and goes even with some of the others (Kirby, Mr. Game & Watch himself)