I recommend Mega Man, and whoever else you need to beat the game with, to unlock more endings/EXP
HELPS SO MUCH - hold Start + Medium Kick before the Helper selection screen appears, to always get Pyslocke as your helper.
she has I think 6? uses, and comes out fast and will stagger Onslaught out of moves, most important one being his Hyper-Grav (the unblockable hold move). use crouching Mega Buster shots, and throw in a Psylocke whenever you need to stop Hyper Grav or other moves
If you're right up next to Onslaught when he does the Mega Optic Blast, you can either use HP Mega Busters or the crouching HK (slide)