His dair > Zelda Usmash
His fsmash > Zelda fsmash
His aura sphere > Zelda dins (if fully charged, otherwise dins clanks with it)
Zelda dtilt > His aura sphere (not sure about fully charged or 100%+)
Zelda naryu's > His jab jab side b string
His roll > Brawl (seriously, I haven't met a Lucario who doesn't roll a ton)
His fsmash is spammable because of how safe it is, and he will camp aura balls on you. If he plays aggressive, it's Zelda's game to lose. Shield can be your best friend and don't get greedy with naryu's. OoS dtilt traps will be useful and it is important to powershield his fsmash if you want to punish him for using it.
Yes, he gets more powerful as he gets damaged, but do not start going for kills to avoid this. Zelda will get destroyed if she gets aggressive in this matchup. Lucario's tools are far superior. Bide your time and make him make the mistake.
As far as stages, I would want Lucario to be as close to me as possible. Dtilt then plays a major factor, and he will have problems running away spamming aura balls. I prefer Brinstar as my CP in vBrawl (I'm a little weird but I love this stage for Zelda). The stage is small, there's obstacles in the way of his aura balls, many different levels, and the lava constantly interrupts any camping that may be going on. Plus, if you can dtilt trap him in the rocks that get destroyed, you could set him up for a spike or gimp.
I honestly can't think of any other stages that would be legal. Halberd and Delfino are hit or miss (but I think favor Lucario), Lylat is just meh...
Castle Siege might work. First part of the stage can really work in Zelda's favor. 2nd part you can stay behind the statues as long as they survive, 3rd part of the stage will favor him.
I'd stay away from neutrals.
