You definitely want to try to keep Ness at midrange. A big mistake I see a lot of Ness players do is let the crash bomb hit them, then down b to absorb the explosion. this leaves them open for a quick fair, mb, slide, etc. if you catch em before the explosion, you'll even guarantee the blast will hit them.
Sheik is my worst matchup, and ROB is a close second. With ROB, it's a good thing to note that the lasers can be crouched under, even at full charge (at least the last time I fought a rob this worked), but overall, I have trouble dealing with the gyro. he's hard to get in on, and not very easy to harrass at long range either, considering his side b.