If you want to bring the most out of Sheik's damage output, combos are a necessity. The fortunate thing about this is, (most) of her combo tools are so good, you can really free-flow around and make up new combinations every match. Maybe there are sequences to memorize if you want to be 'optimal', but if you can string together 3-4 hits consistently, that's all you really need. Just figure out how Ftilt, FAir, Down Tilt, Nair, Bair, etc. combo into each other.
Some of her most fun combos are Ftilt->drag-down up air, which you can reset several times in a row. It really makes you feel in-control. Takes a bit of practice, no doubt.
Make sure you figure out some of her kill-combos really well, more so than anything else. If you can kill consistently, it'll save you a lot of frustration with the character when your opponent is at 170% and moves still aren't killing. Soft Nair -> DownB, Down Tilt -> Up Smash, and Ftilt-> UpAir are some of the best in my opinion.