It’s tempting to go with a bunch of hard hitters but there’s a lot to be said for faster characters. Try Luigi with three Dry Bones, for example - they make a good combination. Waluigi, two Boos and a Hammer Bro will prove hard to touch, although scoring opportunities may be limited.
Stopping your opponent scoring Mega Strikes is the single most important thing in the game - more vital than hitting Megas of your own. For this reason, a strong defensive captain such as Waluigi or Daisy can be your biggest asset. Pick attacking sidekicks to do the scoring.