We REALLY need to start the MU discussion on a character basis haha! You could ask over there, but since you started this I'll give my input.
I second ZSS, but I don't read much about her. She does have a devastating Dair->Dair combo, but not sure how well that works on floaties like Zelda. ZSS is super fast, but she does have a hard time killing. Moves to look out for are DSmash, bair, uair, fair (the second hit, and the dive kick from her down B. Watch out for Smash too. DSmash is relatively quick but can be intercepted. Use Nayru's sparingly, but remember it can reflect her charge shot
I would recommend a lot of Din's in the air, because ZSS aerials are moderately strong and are mostly pretty quick. her grabs are good as are her throws, but remember she still has the most endlag on her grab, so you can definitely punish her hard when she misses