It's pretty logical that you don't have Down B to turn into Zamus and back. How would she turn back from Zamus to Samus without having the Power Suit? The pieces all fall of and you throw them and then they are gone. You need something special to get her into her Samus from again and so there is no Special attack wasted on doing this.
Holding the R at the beginning of a match is the same thing for me as holding the Z button at the beginning of a match with Zelda/Sheik in Melee (I always wanted to start as Sheik). I've got no problems with it at all.
The only thing that bothers me is that it is so hard to switch from Samus to Zamus in game. I don't care if it takes long, but it could've been made easier to do. I just can't pull it of when I want to do it.
To transform the easy way:
1. Hold your Classic Controller/Gamecube Controller sideways. Make sure both your thumbs are on the "Up taunt" button and "Down taunt" buttons.
2. Press "Up taunt" first, then while Samus is doing her up taunt animation, RAPIDLY MASH BOTH UP AND DOWN TAUNT BUTTONS, AS FAST AS YOU CAN, UNTIL YOU SEE SAMUS TRANSFORM.
This should only take a second, if you're really pressing up and down as fast as you can.
Also note that the order you press up and down DOES NOT MATTER as long as you press it during Samus' up taunt.
Also, this can be done on the Wii remote + nunchuck if you want.
I wouldn't mind if Zelda/Sheik's transformation was done this way too so that Zelda/Sheik can get their own Down + B moves, same with PT.