Everyone's sort of saying different things, so I guess I'll continue the trend and give my opinion as well as what I notice from the top players play this MU. That being, people like Shroomed vs PPU, or M2K vs PPMD. I also play this MU a lot, and this is the opinion of what my Marth friend have decided to agree on.
The tl;dr from best to worst for Sheik is:
DL, FoD/BF/PS, FD, YS
Here's my long opinion on stages in Sheik vs Marth:
So what do stages alter in this MU? They alter, punish games, neutral game, and edgeguard opportunities. Marth likes to stay below Sheik, and get her off stage for pretty much a guaranteed punish. Sheik's punish game should stay about the same regardless of the stage, except for FD, where you get guaranteed follow-ups because there are no platforms for Marth to DI to after being dthrow'ed. Yeah, you get a tech chase if he DI's to a platform, which is almost a guaranteed fair or bair, but that's just 12%-13%. You get a lot more without the platforms. Without the platform, you get either a utilt, usmash, or DA, which then leads to more stuff, and again, it's all guaranteed as long as you practice it (it's also not that hard to get down). Check KK's guide on combo'ing off dthrow for the flow-chart. Trust me, your punishes are harder when there is no platform to tech to.
So here's the deal, Sheik's game doesn't really change from stage to stage (offensively, at least), so when we pick stages, we pick more to minimize, Marth's advantages. Those being, he beats Sheik in the neutral, he has easy edgeguards on Sheik, and it's easy to keep Sheik in the air once you get her there. Btw, your goal while recovering is not always to just try to not get hit after you upB, but a lot of times, you need to just accept that you will be fsmashed after you upB onto stage. But, you want to DI so that when you recover again, you don't have to upB to get back on stage, or so that you can beat Marth to the edge. Usually this happens if you force Marth to, for example, fsmash you to the other side of the stage because you upB'ed behind him.
DL is almost universally good for any Sheik vs Marth. Fsmash pretty much never reaches the side platforms, so edgeguarding is a lot harder for Marth if you can get to those platforms. Utilt will barely reach, so tech chasing on platforms is harder too. The top platform is extra high so it's easier for Sheik to get down when Marth hits her up. You also get a lot of room to work with in the neutral, which on smaller stages, Marth will often push you to the corner. Again, your combo game is about the same, but the high side platforms make it hard for Marth to DI to a platform in your combos. You also live to high %'s here.
Now I'll talk about the next 3 together. BF is generally considered neutral, and then FoD and PS are personal preference I think. I personally like bigger stages, so I like PS more. FoD, I just feel really cramped, and then I feel like I get pushed off-stage a lot more. Yes, I can tilt through the platforms, but on other platform stages, I can SH uair through the platforms, so it's only a slight upgrade. Also, the platforms sometimes stop me from SHFFL fairing over Marth's dtilts, which is your primary solution to that. As an extra note, you should probably be weary that on PS, your SH makes you land on the platforms exactly, so if you aren't aware, you might end up flopping an aerial and just land on the platform. Anyways, BF is pretty comfortable. Size is enough for you to work with in neutral, not super difficult to get down from the air. You can be hit by a tipper from one side of the stage to the other and recover without having to upB sometimes...
FD used to be considered good for Sheik, but not Marths are becoming more precise with their attacks. Sheik has poor mobility in the air, so she can't really do the whole, fall one way, then DJ the other to get away. If the Marth knows the MU, after any up-attack, he can stay under her and uair'ing her back up. Yes, Sheik lives longer, and has harder punishes, which is why people thought this stage was better for Sheik, but the poor aerial mobility turned out to be a big deal. I personally, am sometimes fine with this stage though, but I guess games are pretty inconsistent here since both characters' punish games are better here.
Finally, YS. You get hit off stage really easily here. Little room to move. Platforms are at a height that's good for Marth to juggle on. Even the top platform is only a FJ away for Marth. You get more edgeguard opportunities here as well, and maybe you can kill Marth with an uair earlier, but Marth just gets way more advantages. I would ban this stage, but I don't think it's that big of a difference, here and some other stages. If you just like this stage because you play on it a lot, then sure, go ban FD, PS, or FoD, or w/e you prefer.