Sheik's MAIN probem in ALL matchups is his KO Power. Here are some tips:
1) Chase off the stage. Offstage Fairs and Nairs (or Bairs from an edge-drop) are Sheik's #1 way to kill. My current favorite kill method is Knock them off with whatever -> Chase with Fair -> Double Jump -> Nair. This is effective at around 120% often, and will almost always kill between 140% and 150%
2) Running Up Smash. Sometimes you can get a tipper out of this, which is Sheik's only move with KO potential at 100% or less (can KO at 90% on most characters). Hell, it's his only move with KO potential at 120% or less. Even if you don't get the tipper, the side hit is still a decent knockback move. You can also occasionally get BOTH hits to hit them, which does 15% for both (30% total), but sends away with the side hit knockback. Still, this can KO at around 125% pre-damage.
3) Try to Tele-frag. This is my nickname for hitting them with the Up-B. Especially out of a failed edgeguard attempt, you can still salvage it by catching them with the Up-B's explosion. This is Sheik's second strongest KO move.
4) Needle. Especially against characters with a high falling speed and a short Recovery Move (like Wolf), a burst of Needles can actually finish the job. A full charge is a lot more effective than just one, obviously, but I tend to only charge after KOing, and end up using them the first time my opponent rolls backwards.
5) Dsmash on the edge. Dsmash has decent knockback on all of its hits and has a lot of hits. It's great for getting people who miss the edge, which is quite easy for Wolf to do sometimes.
6) If you send your opponent far up in the air (throws, uptilt), try to double-jump Up-air for the kill.