Hmmm I could say a lot more for the marth than your sheik. haha, and the tips I'll give you will be more specific oon the matchup I suppose, but they'll generally help your overall game any other matchups.
1. Know your chaingrab percentages, every charactrer you can CG generally has a certain percentage where they can DI out of it, unless your opponent has terrible DI . you can only dthrow CG marth up to ~18%. After that he can DI out away from your grab. When he DI's out of it, you either Fair if he DI's away from you, or Nair if above you or behind you ( or if you have the skill you pivot Fair). Always Dthrow too! Except for when you grab them near an edge at high percent, then just throw them away from stage.
2. When your character is at high percents (above 120% or so), you don't want to dash attack, cause you won't be able to combo into an aerial to kill because they just knockback so far up/away. Instead just grab dthrow-> aerial (usually Fair, Bair, Uair, depending on matchup). If you're landing dash attacks, it is like you missed an opportunity to grab and dthrow -> aerial.
3. Learn to gimp! don't be afraid to go jump off stage and Fair them to death. Or if you're edgehogging jump away from stage and bair then UpB back onto stage. If it's just friendlies dont worry about trying to win, it's better to try and learn how to gimp them that way when you're playing tournament or seriously, it's already instilled in you to gimp.
4. grab grab grab grab.
5. Space with Fairs and Ftilts. Try to land Ftilts that are far enough to keep you out of grabbing range. It also helps to learn Wavedash Out of Shield then Ftilt or grab (WDOoS).
6. When you're recovering, if you're close enough to stage, you can just air dodge back on, instead of UpB. UpB has a lot of landing lag which is Sheik's ultimate weakness and gets punished most for.
7. Don't really UpSmash/ Dsmash if oyu miss you get punished pretty badly, unless you can totally read them and it will lead into a kill. Jab ->dsmash works though.
8. Work on SHFFL Fair -> grab or jab then grab.
Hmmm iunno if there was anything else, but those are the main things I could see. haha. Hope it helps you. ^.^m
