I would say the stages you most want to avoid are Yoshi's and FoD. The main reason for this is the small blast zones, mostly to the side. Sheik is usually going to kill peach with a fair or uair in my experience. Even though FoD has a high ceiling, it doesn't really help much. Pokemon stadium has a low ceiling but it is okay usually because there is enough room to space out grabs, the only way you should get up aired.
I don't feel like FD is a bad stage in this matchup. Usually I get longer combos on Sheik on this stage. I feel like platforms benefit Sheik more than peach really. They extend the reach of her needles too much. I can see myself being wrong on this but it definitely isn't a BAD a stage in the matchup. That's about all my thoughts.