Bugs: Pichu: Pichu's head tends to get big and that healing animation when he does his up taunt occasionally surrounds him when he's moving. His aerial neutral B has the chance of freezing an opponent for a long time.
Megaman: He doesn't have directional airdodge. Also, he has vbrawl physics.
Roy doesn't have his own SFX (he's silent)
It's good to notice all bugs, so good job.
fixes for these:
use the pichu model import and delete the motion file, this will fix resizing and known freezes with the file.
as for megaman, his moveset might not be "suited" for PM, as are all clone characters besides roy and mewtwo. I think, but am not sure, that the airdodge isn't correct because of his moveset.
and yeah, someone with the knowledge should add sfx for characters