Y.Link - The "beam of light" intro
Falco - Arwing intro
Pichu - Pokeball intro
Bowser - Arrives in his clown car.
Peach - Floats to the stage with her umbrella.
Mr. G&W - A G&W pad is on the ground and Mr. G&W climbs out of it.
Dr. Mario - Arrives in an ambulance (C.Falcon style).
Zelda/Ganondorf - Something related to the Triforce.
Marth/Roy - Sorry, I don't know enough about them to give them an intro.
Ice Climbers - A mountain base appears and they arrive from the "top" of it.
Mewtwo - The wind becomes up very, very firece creating a swirl of air underneath of him as he floats down (think how the air moved when a character in DBZ powered up.)
Wario - He crashes his motorcycle on the stage.
Zamus - Same as Samus only with the addition of Samus pushing a button on her suit, resulting in the suit falling off.
Metaknight - I don't know much about him, but perhaps have him suddenly land on the stage while in the background his ship is seen flying away.
Pitt - I don't know a whole lot about him, but perhaps some kind of "heavenly portal" opens and he flies out.
Snake - He "sneaks" onto the stage under his box and then throws it off (like in the trailer.)
Sonic - He races by in one direction, races back, and on his third pass through, he stops causing a cloud of smoke to engulf him (think the intro to the Sonic games when they yelled "SEGA.")
Diddy - He lands on the stage with the help of his jetpack and his pistols drawn, he then puts them away.
Krystal - Kyte flys in and Krystal jumps off of his back (Fox style).