Note, all discussions are for the MVS version of the game at the default difficulty level.
First team: Whatever, they don't even really fight you.
Second team: Hit some buttons, the enemy falls down.
For the rest of the game there's a unique strategy that applies to every remaining team so I'll post it at the end. Only my reactions are found immediately below.
Third team: Fuck you, fuck you, fuck you. Stop dodging everything only girl on the team with the common sense to not dangle her tits at you, and stop spamming your upwards sweeping fan Mai I hate you so much.
Fourth team: Motherfucker stop spamming moves I hate you so muchhhhhhhhh!
Fifth team: Damage resist as well as line of effect attacks?
Strategies for Teams three through five in KOF'03:
Button mash that shit.