Basically, learn Sheik's best moves, and learn them well. Here are her best moves, in order of usefulness
1) Ftilt - Locks many characters for multiple hits. Long ranged, sets up basically anything, easy to set up, very fast. Only downside is it has pathetic damage (5% undiminished, decays down to as low as 2-3%) and will never kill
2) Bair - Comes out incredibly quickly, very hard to NOT autocancel (basically the only way to do that is use it as you start to hit the ground). 11% in the initial frames, something like 5-6% for the "weak" hit. Weak hit sets up into tilt-lock if it hits low to the ground. Long enough to hit someone out of an airdodge. Incredibly long range makes this Sheik's best aerial. Strong hit can kill around 150% (center of FD on mario).
3) Needles - Single neeldes are great for keeping opponents on their toes. Hard to see so often hard to dodge/shield. Single needle does 3%. Multiple needles can be charged, up to 6. Great for harassing, spam-countering, approach-stopping, and general defensive goodness. Fully charged needles are a great backroll punisher, and the hitlag usually leads to a grab.
4) Dsmash - Comes out very quickly, good range, multiple hits. If shielded, it will either poke their shield on a later hit or push them out of range to grab/counterattack. If spotdodged or rolled through, they'll eat a later hit. First hit kills around 150%. Second hit has longer range than then first, which can often trick people. (Oh, the first hit missed me, I can drop my shie- ow!)
5) Utilt - Comes out very quickly, great range and duration, two hits. Like a downsmash except above you. At low percents, sets up into Ftilt combos. Great ender for an Ftilt combo, as the knockback generally puts them into followup range. One of my favorite moves with Sheik, great for racking up damage and protecting from above. Interesting trivia: this is also Sheik's only Spike. The first hit has downward vertical knockback. This can only really be seen if Sheik is standing at an edge and someone jumps into the first hit from below. They will suffer a (very weak) spike downwards.
6) Nair - Sheik's fastest aerial. Basically identical to the Bair except a frame faster and like 2% more damage, but shorter ranged. Everything else (duration long enough to hit out of airdodge, weak hit sets up ftilt combo, strong hit kills) holds.
7) Jab (Hit 1 and 2) - Sheik's fastest ground move. The third hit repeating jab is pretty much useless (it can rack up OK damage at the edge of a stage, if the opponent DI's towards you rather than just dropping to the ledge), so always cancel this after the first or second hit with Shield into a grab or with Down into an Ftilt/Dtilt.
8) Fair - Sheik's fastest-completing aerial. Very quick swipe, about the same range as the Nair. The window in which it hits is longer than the strong hit window for the nair or bair, making it a good edgeguard, since it's stronger than the weak hit of either, as well as faster completing. Also nearly impossible not to autocancel.
9) Upsmash - Gets points for being Sheik's best kill move by a wide margin (almost 40%). If you can hit the tipper that is. Learn how to get under people with a hyphen smash at least, even if you can't DACUS. Good damage to boot. Too slow to use against an opponent who is not falling.
10) Vanish - Sheik's second best killer. Again, difficult to land. Learn Glide Vanishing to impress your friends and occasionally score kills. Good as a punishment for Dedede's up B and things like Tlink's or Game and Watch's Dairs.
11) Fthrow/Bthrow - If DI'd towards Sheik, they go straight up, making it easy to chase and hit. Should be used over other throws. Also deal the best damage of throws. At low (like 0) % against the people you can Ftilt Lock, it puts them in perfect position to do so
As for bad moves that should only be used situationally and sparingly:
1) Dair - Laggy, predictable, and not very powerful. Avoid, unless you're above an olimar, since it outprioritizes his usmash
2) Chain - Chain lock can potentially be good, and there's talk of the chain jacket maybe kinda being good. But I'd avoid it.
3) Dash Attack - Laggy, not a great amount of damage or knockback. Only really good if your opponent has enough lag to ensure the hit, but not enough to get with a grab.
4) Uair - Second laggiest of Sheik's aerials, with few autocancel frames and more startup frames than the Nair, Fair, and Bair. Similar to the Nair and Bair, it has a strong hit that kills around 150% with few frames it hits for. Good for killing light characters off the top, but easily airdodged if you attempt to juggle with it.
5) Dtilt - Little slower than the Ftilt, and sets up into it. Good for poking shields and for using while crawling (i.e. avoiding blaster spam). Situational however, as an Ftilt is usually better.
6) Transform - Only useful if you know how to play Zelda as well. That said, you should probably learn how to play Zelda as well. This makes transform significantly better
7) Fsmash - Has about the same KO power as a side-hit Usmash or a Dsmash, but only with the second hit. If not properly spaced, they'll just get knocked out of the first hit and retaliate. Also laggy. Not useful, use a Dsmash or Usmash instead.
