Ghost summed up a lot, but there's still plenty. I'll try to list some things specific to Ness but there probably will be some overlap.
Keep in mind that ALL of Ness' aerials, except his Fair, kill at decent percentages, just find out which ones to use:
Bair: What I call, his "Steel-Toe" sweet spot can kill pretty much with it's brute strength.
Dair: Spike with great range and pretty decent speed. (I suggest chasing someone who flew off the edge, run off the stage and double-jump + dair. With the new physics of Ness in Brawl, you may have a pretty sweet rising spike if you time it right; safe and effective.)
Uair: I've heard it's the strength of Donkey Kong's Uair, don't be afraid to throw it in there, it's stronger than it looks.
Nair: I can tell you how many times I've killed with this quick attack. Not only can you spam the hell out of it, but it also can be used for finishers. For example, spam fair until they fly off the stage, chase them with a full hopped fair, into another fair with a double jump, then finish off with a Nair when they try to get back. THen just work on getting back on the stage, which shouldn't be too hard.
Rule of thumb: Know how to use PKThunder (and all of his other specials) optimally. As you should know by now, Ness' PKT is faster, arcs less and stops when the head makes contact with almost anything. The applications for his PKT, I would imagine are much different and varied than Lucas. It should be one of the forefronts of your offense and sometimes Defense. Some basics of PKT:
Tail-whipping: Basically, hitting someone with the trail of his PKT. This is very important in many cases because it allows you to keep the PKT while also damaging them. Usually, if you tailwhip, you can arc the head back to hit them, gaining anywhere from 2-5 more percents.
The Head: The head of PKT for Ness does roughly 8% and will usually knock the opponent in the angle that the head hit them in. For example, if you hit them on the upper left of the opponent's body, they'll fly in that general direction. Be creative with that.
PK Thunder 2 /PK Missile/ PK Rocket: Lucas has this, so you should be familiar with this. I'm sure you've seen that this move hits hard. Get used to it. Watch out for shield grabbing but definitely try to put this into your game with mind games. Trick them into thinking you're chasing them with PKT then whip it back and hit yourself towards them. Or, when they come diagonally from the air, let the PKT up a bit to whip them with the tail, then while they're airborne, being shocked, hit yourself into them.
Gimping Recoveries: I believe that, correct me if I'm wrong, Ness' PKT trail stuns the opponent longer than any part of Lucas' PKT. But with that in mind, try to use the tailwhipping technique as a way to stop people's recoveries like a wall. What I do, sometimes when I'm at risk with high percentages, is follow them off-stage with PKT, stun them with tailwhipping, and instead of hitting them with the head (which'll get them higher in the air which is risking them aerial attacking you for a KO), I'll turn the PKT back towards me, hit myself away from them as a method of hitting and running.
Quirks of Ness:
PK Fire Angle: PK Fire angles when used in the air. Get used to this as well.
Combo Potential: Ness is said to have a lot more combo potential than Lucas, get accustomed to which moves combo, and which don't. His combos tend to flow very nicely for myself. For example, if all goes well, you may get a PKFire->PKFire-> Dash attack - > Bair. That right there is easy enough to rack an upwards of 35% in 3 seconds.
The Yo-Yo I don't know if you've used it in Melee, but it's been greatly buffed in Brawl. It has decent knock back, good speed and good range. Use running U-Smashes in alternation with dash attacks. His charged USmash, when ran into, pops the opponent into the air just enough, usually, to hit them a second time when you release the charge.
This has gone on way too long. Haha, so yeah. Just ask specific questions if you want them. [: I'm willing to help. I really hoped this long response, in itself was of great assistance. But yeah, good luck and tell me whatcha think.
P.S. Welcome to the Ness-main club
. Lucas to Ness, eh? Not many of those.