Sorry for saying that, but all of you who say Pika has a bad combo game obviously don't know jack about him. He has a CRAZY combo game, if you know how to juggle with your opponent. You can follow up with just about any aerial on just about anyone out of his up and down throws, and I swear to god his uair is the best juggling tool in PM. His nair is also really good if you space it well, as you can choose whether you want a strong or weak one, depending on the character you're facing, to achieve different effects.
Combo game wise, begin by learning how to send your opponent in the air using a rising uair (for that you want to hit him while he's behind you, as the first hitbox is the one that will send him upwards), then you can do another one, and if there are platforms, you can link three or four in a row. The last aerial you do shouldn't be an uair though, as it doesn't rack up much damage. You'll want to finish your string with either a bair that will kill him or send him offstage, or a weak nair that'll let you continue your combo if you're quick enough. Dair is also a good option, as it has great knockback, or if you're right above a platform, you could do a fair, making sure not to hit him with the last hitbox (the one that'll send him flying), following him as you both land on the platform, then quickly kill him with an usmash (it comes out crazy fast if you don't charge it, and is the move with the greatest base knockback in the whole game). One thing you'll want to master is sniping opponents that are near the ceiling blast zone with your thunder (down B). After an usmash that didn't quite kill him or an uair that sent him right above you. Be wary of falling to your death as you do so, though, as it can happen quite often, since you'll have to jump before doing it if you're grounded. One thing you can do to counter that is learn to B-reverse it, which is a good thing, because it then becomes a great edge guarding tool against characters who usually have a pretty safe recovery near the ledge (Ike on walled stages, for example, or Samus and Link). It's good to know that the thunder doesn't come out from the top of the stage, but from a set distance above Pika's head (that will only be a problem on huge stages, though, like Dreamland).
As for approach, you want to either approach him with a SHFFL'd nair or fair, or a short-hopped spark that you can follow up with an usmash if you're close enough to him when he gets hit. If you come him with a nair, you'll want to land right behind him, so you can pressure him with either an utilt or an uair and start a combo. If you come with a fair, you'll want to either land right behind him and do the same thing as with your nair or land right in front of him and usmash or ftilt him (ftilt after a SHFFL'd fair is safe on shield (at least in 3.5, I don't know about 3.6)). Just make sure you SHFFL the fair, or you'll hit him with the last hitbox, and then you'll get punished or send him flying. In either case, you won't be able to follow-up. You can also grab right after any of those to mix it up, which is really good, because Pika has crazy follow ups out of his up and down throws. Another thing you can do is land behind him and do turnaround usmash, ftilt or grab, but I find this a bit harder. You can also wave dash backwards and do a rising uair, just as a Fox would wave dash into a shine, to start a combo. One advantage Pika has over most characters is that even when he's in shield, it's dangerous to be standing behind him. Rising uair OoS comes out crazy fast and has just about the same range as his grab, so try and learn to use that too. Optionally, you can throw out OoS usmash, as it, too, comes out really quick.
For the neutral game part, I suggest you learn to both dash dance and wave dash, as both have their use. Pika's dash dancing game is really good if you're able to do turnaround smash attacks, and even if he has a small wave dash, wave dashing backwards to catch your opponent off guard with a fsmash is really good. When you know your opponent is gonna come and try to hit you, you can try surprising him with a dsmash. It has a really good range and will "suck" your opponent in most of the time, keeping him in hitstun until the last hit, which will send him upwards if he doesn't DI. You can then follow up with a thunder or, if he's offstage, try to gimp him with a nair or uair spike. By the way, the uair can spike opponents that are in front of you, but behind you as well, if you hit them with the right angle. All in all, you'll want to abuse Pika's speed and little hurtbox to avoid getting hit and overwhelm your opponent with a flurry of little hits that don't do much damage by themselves, but when all added together can easily reach 70-80% combos most of the time. The only two moves you'll want to avoid using by all means are his dash attack and skull bash (side B). Aside from surprising your opponent from time to time, there's really not much you can do with these moves, and you'll get punished for using them more often than not. Skull bash can, however, help you recover if you use it when you're far offstage, but make sure it ends before you get in range for your opponent to punish it (read: you don't want to land onstage using skull bash).
One of Pika's greatest strengths is his edge guarding toolset. You can snipe opponents offstage with sparks, deny them the ledge by either putting a thunder in front of it with a B-reversed down B or grabbing it with your QA (both are high risk/high reward strategies, though, as you'll probably fall to your death if you miss them). Know that the thunder has a set length, though, so you don't want to be too high when you do it, or it won't reach far down enough to be of use. You can also go crazy far offstage to deny characters with bad recoveries any chance mix it up (for example, nair gimping a Roy or a Falco that is far offstage is pretty easy). Be wary of opponents who'll throw away their stock to bring you with them, though, like a Ganon who'll side B you instead of recovering since he knows he'll die anyway. If you're good and know your percentages well, you can try weak nair>uair spike to try and send them directly into the side blast zone. Dair or dtilt near the ledge can also be a good choice against opponents who don't sweet spot. I don't know if it still works in 3.6, but in 3.5 I've sometimes hit an opponent who was hanging on the ledge with an usmash, though it isn't reliable enough to be considered a good edge guard. You can, however, hit an opponent who sweet spots poorly with a well-placed usmash. Angled ftilt from the ledge can also be a good option, though it, too, won't work against an opponent who sweet spots correctly.
I'll end this post with what I think are Pika's greatest strengths and weaknesses. First, for the strengths, he has one of the best weight/fall speed combinations in my opinion. He's just floaty enough to be hard to combo for most characters once he reaches a certain percentage, but just heavy enough not to die too easily. With good DI, I typically live up to 150-160% on stages that have normal blast zones, like Pokemon Stadium 2, Battlefield or Final Destination. I've reached 130-140% on smaller stages like WarioWare and Green Hill Zone, and my all-time record stands around 230% on Dreamland (it was against a Captain Falcon, if I recall correctly). His recovery is the best in the game, in my opinion, but the downside is you'll have to develop crazy tech skills just to be consistent with it. If you are, though, it allows for incredible mix ups, and Pika then becomes almost unedgeguardable (excuse the made up word, I didn't know how to say it differently XD). Most players will try to grab the ledge against you, but it almost never works against Pika if you know what you're doing. Pika's edge guard capabilities are among the most fearsome in the game, and his speed and little hurtbox can get you out of harm's way if, again, you know what you're doing. I like to say that if you're good with Pika, you should be able to play him without grabbing at all (never do that, though, since grabbing with Pika is GOOD).
Finally, for the weaknesses. I think Pika's greatest weakness is the amount of tech skill required to be consistent with him. It's different tech skill than with most characters for sure, but I think it is on par with the kind of crazy dedication it takes to get good with spacies. Just that will suffice to scare off most of the low-mid level players who'll try to pick him up. Also, even though he has some of the best disjointed hitboxes in the game, he also has some of the worst approach options, with his nair and fair being small hitboxes that are practically inside his hurtbox, which makes him really hard to play against swordsmen, especially Roy. Also, since most of his moves have low knockback (aside from his smash attacks), he is very susceptible to crouch cancelling (Bowser in particular has proven to be a tough match up). To counter that, you can abuse grabbing your opponent, since he won't be able to crouch cancel anything when he's in the air. Pika being a "wall of hitboxes" type of character, other characters of that type, like DK, Yoshi and Kirby, will give him a hard time, since they practically all have better range than him on most of their moves.
Pika's strengths and weaknesses:
+ Great speed and maneuverability
+ Crazy recovery, makes him really hard to edge guard if you have good mix up
+ Can kill at very low percentages (I once killed a Mario at 40% on WarioWare OFF THE TOP)
+ Great edge guarding toolset against almost any character
+ Perfect weight/fall speed combination (in my opinion)
+ Up-air ('nough said)
+ Very good smash attacks (especially the usmash)
+ Good projectile (especially against characters with tether recoveries, since the spark will follow the stage and hit them as they're hanging from their tether)
+ Can juggle with most characters for days
- Requires good tech skills just to be consistent
- Can die at very low percentages against strong characters like Ganon or Ike (but then again, almost anyone can)
- Bad approach options against characters with a good range
- Very susceptible to crouch cancelling
- Projectile is really only good for edge guarding and mix up purposes
- Combos are difficult to pull off, since they require 10-12 hits to achieve the same percentage 7-8 hits would do for most other characters
- Very hard to sweet spot the ledge, and you'll sometimes get hit even if you do
- Since he doesn't have many good approach options, you'll quickly become readable by better players, which can be frustrating if you don't mix it up, and makes him hard to play against characters that have naturally good spacing (like Marth)