Support Sheik is the best way to go in doubles. Zip around the stage and if the game is in a state of two seperate 1 v 1s, try to position yourself center stage. This is an advantageous position because it not only puts the opponent in your 1 v 1 with their back to the edge, but it allows you to quickly save your partner and punish the other opponent. Being sandwiched in the middle of two fights might seem dangerous, but if you ever feel pressured, Sheik is quick enough to zip away to somewhere safer.
Let your partner know about the importance of needles. Needles, especially in high percents, puts opponent's in hit stun, allowing your partner to get a quick follow up that can possibly kill. This is extremely potent in both interupting opponent's combos and safely pressuring in 2 v 1s. It allows you to sit back in a 2 v 1, and if your opponent is in front of you while your partner is behind them (or you), you can throw out needles to complicate the opponent's game plan. It can force shields or jumps, in which your partner can easily punish too.
Learn how to become a stock tank and learn when to cut your combos short for the benefit of the team or your own safety. Sometimes, it's worth more to get just a single FAir on opponent 1 so you can pivot grab opponent 2 who looks a bit too eager to catch you off guard.