Recovery
Recovery is not limited to one's Up-B. For many characters, there are many ways to augment the recovery.
Bowser
In theory, Bowser's Flying Slam (only in SSBB) could, if he grabbed onto a character in midair, propel him up, possibly to safety.
Captain Falcon
In SSBM, the Falcon Kick would allow Falcon to regain his 2nd jump in midair, and move him forward somewhat. This is not true for any other Super Smash game to date.
Charizard
Because of Charizard's wings, he has multiple mid-air jumps, and can glide.
Diddy Kong
Diddy Kong can use his side B to move a little, and he can cling to walls.
Donkey Kong
Donkey Kong has no supplementary techniques for his recovery.
Dr. Mario
Dr. Mario can use the Cape (technically the Super Sheet) to propel himself forward a bit. Also, if he rapidly presses B during the Dr. Tornado, he rises up in the air.
Falco
The Falco Phantasm moves Falco forward, and should always be used to recover when above the stage; indeed, that is its primary use.
Fox
The same goes for the Fox Illusion as for the Falco Phantasm.
Ganondorf
See Ganondorf: Recovery.
Ice Climbers
Belay is an incredible recovery move when both Climbers are present; however, in Melee, it doesn't work otherwise. Use Squall Hammer and press B rapidly, and you will rise into the air. This is basically your sole recovery move when Nana has been Ko'd, but it works better when she is present. However, in Brawl, when you have only one Climber, Belay is a Tether Recovery.
Ike
Ike's Quick Draw can be charged, and moves him forward quite a bit. Use it to augment the poor horizontal recovery of Aether.
Ivysaur
Ivysaur has no advanced recovery techniques. Unfortunately, you cannot change Pokemon in midair, thus preventing you from using Charizard's good recovery.
Jigglypuff
See Jigglypuff: Recovery.
King Dedede
King Dedede has no supplementary techniques for his recovery; however, he hardly needs any (see King Dedede: Pros).
Kirby
Kirby also has neither advanced recovery techniques nor any need of them.
Link
Link has a variety of techniques to augment his poor recovery. Link's bomb, if it explodes while you are holding it, can aid your recovery by giving you back your Spin Attack (see Bomb recovery. The Spin Attack itself can be, as of SSBB, charged. Also, in SSBM, the Hookshot grabs onto walls, and in SSBB, the Clawshot (its replacement) is a Tether Recovery.
Lucario
Interestingly, Lucario's dair stops all momentum, making it easier to recover. His recovery is also "bendable".
Lucas
Lucas has two recovery options: the standard PK Thunder, or his Rope Snake, which is also his grab. Also, Lucas's PK Thunder travels through enemies (as opposed to Ness's), and is harder to guard against.
Luigi
Luigi's Green Missile, combined with the mobility of the Luigi Cyclone, give a hard-to-match horizontal recovery.
Mario
Mario can use the Cape to propel himself forward a bit. Also, if he rapidly presses B during the Mario Tornado, at least in SSB and SSBM, he rises up in the air. It is unknown if this works in Brawl, as there it is a dair.
Marth
Marth is able to continuously tap over B button combos and then use the Up B attck when dierectly under the stage to recover himself. This works best on Final Destination.
Metaknight
Metaknight has an exceptional recovery. His wings give him multiple mid-air jumps and the ability to glide. In addition, all of his B-Attacks can be his final jump. (Unfortunately, all of them put him into helplessness.) Use Shuttle Loop for vertical recovery, and Drill Rush for horizontal. Mach Tornado may be good against edgehoggers, and Dimensional Cape could be used to launch a surprise attack.
Mewtwo
Mewtwo has great jumping capabilities, so usually he has no need of techniques to help him recover. However, if you fire a fully charged Shadow Ball in the opposite direction if where you want to go, the recoil will push Mewtwo back somewhat.
Mr. Game and Watch
In Melee, G&W has no advanced recovery techniques. However, in Brawl, after he uses Fire, he floats down by parachute. You can alternate between falling at normal speed and by parachute by using aerials.
Ness
Ness has no advanced recovery techniques.
Peach
Peach has a plethora of techniques to help her recovery. For instance, the float allows her to move horizontally without falling while in midair. Also, her Peach Bomber allows her to scale vertical walls. It can also be used to stall matches, though this is banned. Even after all this, when she uses her parasol, she falls much slower.
Pichu
Pichu's Skull Bash allows him to get great horizontal distance, giving him an above-average recovery.
Pikachu
The same rules apply for Pikachu's Skull Bash as for Pichu's - except Pikachu doesn't take damage from it.
Pikmin and Olimar
You must always have 6 Pikmin as Olimar if possible. The amount of Pikmin you have directly affects the length of your Pikmin Chain, a tether recovery. However, if your opponent wants to edgehog you, try throwing a Pikmin - preferably yellow - at him/her, as edgehogs are deadly to tether recoveries.
Pit
Pit has wings; thus, he has multiple mid-air jumps and can glide. He has an incredible recovery, as seen [here].
R.O.B.
ROB has an incredible Up-B, which can be used up to four times in midair. Also, his bair moves him forward a bit, augmenting his recovery.
Roy
Roy has no advanced recovery techniques.
Samus
Samus' bombs can be used to help her recovery (see Bomb recovery). Additionally, her Grapple Beam could grab onto walls in SSBM, and in SSBB, is a tether recovery.
Shiek
Shiek's Chain is a tether recovery in SSBB. Additionally, some people will switch from Shiek to Zelda for her better recovery.
Solid Snake
Snake has no advanced recovery techniques.
Sonic
All of Sonic's B-Attacks are recoveries. The Spin Dash and Spin Charge move him forward considerably, and his Homing Attack can be good against edgeguarders and edgehoggers. Also, the Spring Jump has considerable vertical distance, and does not make him helpless (though he cannot use B-Attacks).
Squirtle
Squirtle can use Withdraw to aid its horizontal recovery.
Toon Link
See above.
Wario
Wario can use his bike to aid his horizontal recovery somewhat (this is called Bike Jumping). Also, if he uses a fully charged Wario Waft, it rockets him up farther than his actual recovery.
Wolf
Wolf's Side Special is very good. It sends him farther than Fox's or Falco's, and moves him up at roughly 35 degrees.
Yoshi
Yoshi has no advanced recovery techniques.
Young Link
See above.
Zelda
Zelda has no advanced recovery techniques.
Zero Suit Samus
Zero Suit Samus has two tether recoveries (Plasma Whip and Plasma Wire). Use them according to the situation.