Point at the base you want to steal with the Nunchuk and press A and shake like a madman.
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You need a Nunchuk for that. Hold the analog stick in the direction of the base that you want to steal, and press A.
In Mario Super Sluggers, my best team is, Mario, Luigi, Yoshi, (Mario in middle outfield) Peach, Petey, (Peach pitcher & Petey catcher) Bowser, Baby Mario, Wario (Bowser first base, Baby Mario second Wario third) Bowser jr. (short stop). Those are my secrets.
If you are playing an exhibition game with two or more players on one team, and you have a runner on 2nd or 3rd base, you'll see a cutscene which says "RBI Chance!" and a bar will appear on the screen.
If you have a Nunchuk, hold the direction of the base you want to throw to. Right=1st, Up=2nd, Left=3rd, Down=Home. If you don't have a Nunchuk, you can use horizontal remote.
When two characters are together with a little black thing above them, when the ball is on the ground, dive with one of them, and shake the wii remote until the other throws the ball in a freeze-frame. It is a fast shot that goes to a base about to be hit.