I mained Melee Sheik too, and I didn't really want to just do the same thing in Brawl so I played other characters, but then I somehow landed on Zelda. After a while I noticed that Sheik wasn't as "nerfed" as everyone was claiming. It was simply that her style had changed, so now I main Sheik again. Hahaha. I just love Zelda games.
Anyway, one of the most important things you can know about Sheik is that her ATs do NOT significantly improve her metagame. Instead, they are little opportunistic tricks. Mere alternatives for simple strategies.
Edgeguarding is key. I frequently notice Sheik's trying to KO with U-smash tipper or Vanish, Sheik's two most powerful attacks. This is not a good thing to do, because it means you have to get your opponent to a higher percentage, and therefore more likely you will get to a higher percentage.
You'll notice that Sheik's moves, all of them, knock you to the side. Make use of this. Try to stay on the inside at all times, and keep your opponent off the edge. Her aerials also sweetspot soon after execution, so get used to timing them and being quick.
If you're going to learn ATs, I suggest:
F-tilt locks. How to set them up, sustain them, and finish after them.
I forget the name, but when you run forwards, flick backwards and jump, keeping your forward momentum so you can do a b-air while moving forwards. That can be useful.
Oh, learn Zelda. It's definitely worth it. She has a killer 0-death combo worth learning. Extremely easy to set up, but not reliable to finish. Still work it though, imo. She has many ways to KO. Some people like to switch the her for KOs and revert to Sheik, but they both have good ways to KO, so it's a personal choice I guess.
Play around with ATs. There was a thread called "Sheik's most useful ATs" and no one chose the same set of ATs.
I'm getting my highspeed internet on 3 days. I'd be glad to spar with you then if you want to.
