Her DAir isn't terrible, but it's used as a launcher. It's also one of the better attacks to SHFFL with because it sets up very nicely for a finishing aerial.
Most of Sheik's moves set up for her FAir, NAir, or BAir. In fact, as DSF showed us, you can link Airs into Airs, like a weak BAir into FAir.
Sheik's needles are useful for edgeguarding, stun-time, and have decent damage too. One needle will also cancel with any projectile in the game, including a full Samus charge shot. She has no lag from landing immediately after throwing an aerial needle, allowing one to create stun time with a close-range needle and follow up with a grab, tilt, or Smash.
Sheik's FSmash is really weak. You usually don't want to use it. Her DSmash is much more useful, in comparison.
Sheik is really good at tech-chasing from a down-throw to a grab to another down-throw. The better you can follow your opponent, the more free damage you'll rack up. You can then finish off the tech-chase with a finishing move. Sheik also chain-throws many characters up to around 60-70%, including Link, Pikachu, Pichu, Ganondorf, and Sheik. She pretty much ends a stock against Bowser if you manage to grab him, since Sheik can chaingrab Bowser from 0-90% and can also combo him from any attack to any other attack.
Windmill of Fury! lol. Not really, but do keep in mind that Sheik's Dash hitbox is where her hands are, which are behind her. This means it pretty much gets out-prioritized by everything.
