I find that depending on your attack into his auto-guard, you can usually find a way to hit him out. You just have to be able to know which of his moves guard low and which moves guard high. A good bang knows that his uppercut drive (I'm sorry but I forget the input) will always punish your 2D though. However I find 5C and 6C to be somewhat effective moves if he auto-guards your initial attack as long as your initial attack isn't something slow. Time it right and you'll hit him after he comes out of auto-guard and before he hits you. From there you can continue into any combo that starts off a counter hit 5C or 6C depending on what you used.
When you get knocked down against Bang, try spamming 5A on wake up, sometimes it hits him before he can make a move (especially if he plays the command grab guessing game) but this is depending on whether he runs at you to do his command grab or not on your wake up. It doesn't always work, but when he guesses right and runs at you to command grab you, it's a much better idea than blocking. It really depends on what you think he's going to do after your wake up.