I wanted to use a Zelda character really bad, but I wasn't feeling Toon Link, Ganondorf is too slow, and I heard Zelda is...not good. So I used Sheik because her grey/white palette is the closest I'll ever get to having Ghirahim in Smash (what with the white bangs).
I'm not particularly good with Zelda herself, but I've seen some skilled Zelda mains (note: I've not seen many, but some - I think people just prefer Sheik in a lot of cases). It's a matter of mastering the character (and how long it takes, how much work it takes, and how difficult it is to get the maximum out of said character). You should try playing her a bit and see what you think.
I say that because Link was considered for a long time to be that-thing-that-is-the-opposite-of-good by a lot of people (blasphemy), but I'll be damned if most everyone here over the ages didn't say, "screw that, I'm playing Link because Hell yeah". Link takes work, but is an extremely rewarding and fun character to play.
...closest I'll ever get to having Ghirahim in Smash (what with the white bangs).
Sir, I believe you mispronounced Debbie. Common mistake.