Marth shouldn't need a secondary in theory, and most of the Marths that use another character actually dual-main the other character. This is in order to not ultimately have a crutch where you rely on, let's say, match-up advantage, and this is to help them figure out what to do in the various match-ups and what to do against the various players because Marth has all of the necessary tools to win in any scenario even if it's not to his full advantage like for Fox.
That being said, in order to decide on a secondary, you need to identify on which match-ups or which factors of your sets is giving you the most trouble, and from there, you can choose the character that covers them the best (or at least close to). This is inherently different from picking dual-mains because they focus on covering each other as a whole and require much more dedication with theoretically higher payout at upper-levels.
In regards to your ideas on a secondary, Sheik would probably be your best bet since she is less technically demanding than other good characters and has the tools to cover any match-ups whether at an advantage or not (she still has tech though, so you will have to practice her still). Falco is more going into dual-main territory while Sheik can do either route. Falcon may be a hard character to use as a secondary rather than as a dual-main like I would advise, he still is a better choice in terms of coverage, but if you like Ganon more, just make absolute sure that you have good movement with him first otherwise he's not that great in the first place.
There are other ideas, but really other than Sheik, Puff would be next because of theoretical match-up coverage and being less technically demanding. Icies is too hard to not main or at least dual-main, Peach may theoretically work but still requires much work in order to become absolutely amazing, and Fox needs to be a dual-main at least or a main. As for other characters like mid-tiers, that's dependent on personal preference and what the character can specifically do.
Hope this helps for you in deciding on what to do.