Dreamland is good against Sheik since it's hard for her to corner you. It's really hard for Sheik to deal with smart, defensive play, so the more room for you, the better, at least most of the time. Small stages still aren't necessarily bad, although I avoid FoD against Sheik since I think it's her best neutral against ICs; the platform heights work better for her than they do for you and the dthrow CG tends to end early because of low platforms, which is a pretty big deal.
I used to always CP Stadium since it's really wide; the transformations are weird, but you can just wait for them to end, as Sheik can't approach you any better than you can approach her then.
Regarding Sheik camping on big stages, it's not that hard to deal with since Sheik really doesn't pose much of a threat when she camps. She can throw needles, bair, fair, etc, but she can't catch you off-guard with a sudden approach the way a fastfaller can. If Sheik wants to stick to platforms, let her; in the long run, that will usually work out better for you than it will for her as long as you don't get antsy and leave the ground often.