I haven't gotten all the customs yet. I'm about 30% of the way there, I think. I know I have all of ROB's and Robin's customs, at least.
I've been using Classic Controller Pro since Day 1. Doesn't really feel all that different from the GC setup. Makes it harder to pivot grab though, it just turns into a pivot tilt, though GC Controller is the opposite in that regard.
You can get most of the legal stages through Event Mode. Only exception is Duck Hunt, which requires you to get a KO in Cruel Smash, which in turn unlocks Duck Hunt the character. Duck Hunt's faster to get through that method too.