This is a Brawl- board, so I assume you are talking about Brawl- Fox. If you aren't, wrong boards entirely dude. Try here though [and ignore rest of this post]:
http://smashboards.com/forums/fox.335/
If you hold R while using his side+b, you do it slowly-ish and can cancel it with I think almost anything (for sure grabs). And remember grab game in general [grabs beat shield and Fox has a good grab game] and SH airdodges (not a triangle jump, but vBrawl airdodge in a SH) - I know with regular Brawl Fox he had the fall speed where it was actually a viable mixup - no idea about Brawl- though.
Shine has a bigger hitbox here and since Brawl- Fox CAN wavedash (and jump out of shine) you could always run in with shines and whatnot then wavedash out.
Dash attack is cancellable into usmash at the end of it (and the start for DACUS I believe) - though I don't have frame data for dash attack -> usmash late (But I think it's safe on shield if you hit with late dash attack, at least as a 50-50 mixup of course).
No idea if dair is safe on shield with the buffed shine, though it was in Melee if L-cancelled and linked to shine (though you can't shinegrab in this game...).
Fox doesn't have a rapid kick, so his rapid jabs are awesome (in my opinion). Good for close quarters after a late nair at low percents.
Pretty sure a spaced bair (so you can RAR it) is still safe on shields.
SHDL is good of course. Keep in mind you can also SHL + nair since lasers are cancellable - I was checking on sandbag and I think the hitbox is out before one lands - you can check this of course, but it might be good at close quarters or if you think someone's gonna rush in either during the ditto or if they're kind of close. It also means you can laser REALLY close since you can put out a hitbox with hitstun before you land (again, make sure this actually works...).
Side+B to pretty much anything isn't bad (can SH into whatever from it), I just mentioned the R thing above because it's pretty obscure. But air side+b to nair/shine/dair(?) or side+b -> SH nair/shine/dair(?) are fine for approaching [I think], and even side+b -> early shine to cancel momentum can be a nice fakeout to see how they react if you've been doing it a lot.
More specific questions?