Sheik is a fun match-up if there are no chain-grabbing involved.
Here are a few tips against Sheiks:
1: Bait her dash-attack while you are dash-dancing. Then when you see her dash-attack animation, short-hop and d-air. Combos will ensue after the d-air.
2: Getting grabs is fundamental in this match-up. Up-throw to up-air to either another up-air or f-air (depending on their DI; 20-45%) is a great way to both rack up damage and potentially knock Sheik off the stage. Down-throw to b-air is a BnB combo when the sheik is at 50-100%. I personally don't like chain-grabbing because it is boring.
3: When you are edge-guarding, make sure to grab the ledge and time your regular get-up (tap up with your control stick while hanging onto the ledge) so that your invincibility frames will protect you against Sheik's explosive up-b in any situations. If sheik lands on the stage with her up-b, then, depending on her percentage, you can do two things: (1) At 0-50%, d-air her, then perform whatever aerial you think will hit her. (2) At 50% and above, just run past her and b-air her off the stage, then grab the ledge again; rinse and repeat. If Sheik up-bs upwards in order to trick you, then just turn around and low-angle f-tilt!
4. Down-tilt is an amazing spacing tool. At a certain percentage, you can follow it up with an up-air or the first hit of the n-air. Angled-down f-tilt is also amazing. However, I was never a fan of angled-down f-tilt, but if ganon pros perpetuate it in this match-up, then it must also be a good spacing device.
5. Keep sheik above you on platforms or in the air. Seriously, what are they going to do?
6. **** since making Sheik players change their opinion on the match-up (that Ganon has the advantage in the match-up) is the most satisfying thing in the world.