Starting with the most basic - PSI Magnet (DownB) slows your fall and can be jump-cancelled, it also has a windbox when it ends normally, though it doesn't happen when jump-cancelled
PK Thunder (UpB) can be cancelled by pressing the shield input, which allows you to regain control while the lightning ball goes off in a straight line, you can even make several of them appear
Adittionally, you can heal yourself with PK Thunder by cancelling it while it goes towards you and using PSI Magnet, just careful not to SD with an accidental PK Thunder 2
PK Fire (SideB) ignores shields when done in the air, for some reason
You can SHFFL (Short Hop Fast Fall L-Cancel) his Up-Air
Ness' down-throw can follow up with any of his aerials (I forgot to include NAir in the gif, but it works too), though it may sort of rely on DI reads
Additionally, if you're up against Fox or Falco, you can instead try your luck and land a (preferably sweetspotted) Forward Smash right after a down-throw, if you can read their DI
First DI was holding towards Ness, the second one was doing nothing, and the third one was holding away from Ness