everything thats said so far is pretty good. if u want a generalized version, heres my go at it:
Offense:
u have great tilts, and great aerials. ur set ups include ftilt, dtilt, dair, fsmash (this is not present in melee, fsmash in PM is slightly modified to allow set ups), dthrow, bthrow, uthrow (on fastfallers), and sometimes an fthrow at the edge. u have a great grab range, and a ranged nair and bair that are good for approaching, although generally, u may want to land these off of reaction to your opponent, like jolteon said. your combos mostly inclued launchers that lead into fairs, nairs, and uairs. more of your combos however, will come off of TECH CHASES. if u wanna be good with shiek this is the most important thing i recomend you get used to. she can tech chase well with dash attack (which sets up for a fair, another dash attack, or a regrab), grab, fsmash, and a run > dsmash. wavedashing will help u a lot in this area to follow their roll for a regrab, and bait out a get up attack by running at them, then wavedashing backwards. these tech chases will mainly be started through dthrows and bthrows, which is where u can start to incorperate your prediction of their DI. When it comes to killing, fair will be you best friend. u have many set ups into it as well. edge guarding is very important with sheik, as u dont have many attacks that have raw power. Ur most powerful attack is upsmash, but it is VERY hard to land the sweetspot, but u can attempt a good set up into it with dair, dtilt (if they DI in), and dthrow (if they DI in).
Defense:
four out of 5 of your aerials are sex kicks. nair and bair are the most overall useful of these when it comes to protecting yourself due to their range. Both of these are great OOS, and they are great out of a short hop. i absolutely recomend to learn to pivot grab, as sheiks grab range is great already, and its a great defensive tactic against aggressive opponents. your jab is very quick, so it can sometimes be used to quickly attack before ur opponent does. also, dsmash and dtilt are both good Crouch cancel counters.
overall, edgeguard to kill, combos will be aerial launchers and tech chases, your grab game is great, Play in reaction to your opponent (you are not a space animal), and cover your self defensively with your quick attacks (nair, bair, tilts, dsmash, jab, pivot grab). remember that sheik can crawl too and wall cling (useful for approaching and edge guarding, respectively).
One more thing, in project M, learn to play as zelda as well if ur gonna play sheik. zeldas too good to not be used in conjunction with her polar opposite.