Use your needles. Seriously. Charging them without even throwing them is enough to cause the opponent to approach, having a big stack of them ready can make edgeguarding easier, they can work as a combo extender in some situations, and since everyone's going to try to CC everything you do, building percent safely is important.
Also, have quick execution out of shield. Good nair OoS can KO pressure attempts, and the right drift can make it harder to hit you for landing it or set yourself up for a followup at earlier percents. Also wavedashing out of shield quickly to prevent you shielding from being exploited is quite important.
Although there's a number of ways to be hit out of it, and people might dd around it, AC fair, if spaced correctly, can beat CC attempts, though you want to be sure you hit with it so you don't just get caught on landing with something like a downtilt. Changing up your timing and maybe doing an FF to low l-cancel fair and shielding or rolling immediately after hitting can deal with a lot of CC options. More importantly, being in midair trying to set this up, while again, not strictly a good position, is one that doesn't last long or have to be committed to, and allows you to slap people out of a lot of approaches. Also, being in this position for a fair and nairing or bairing as appropriate, to hit the sweetspot based on how the opponent positions themself, isn't bad either. Doing aerial needles can be somewhat protective vs dashdances as well, but isn't good if they'd go over the opponent.
Grab is the best move in Smash. Doesn't matter the game, almost doesn't matter the character, just on principle, it puts limits on DI other moves can't it launches them based on your position rather than where you hit the opponent from, it's immune to things like CC, it's the easiest option to do out of shield or dash, it doesn't trigger counters, it beats shield, it doesn't have weak hitboxes, it lets you choose when to throw, it automatically wins vs other hitboxes (except in Smash 4), stale move negation doesn't affect anything about them in neutral, pummels help you unstale moves, etc. It's a good option. And as Sheik, grabs not only lead to big damage, but they don't suffer from her weakness to CC. Use them, and learn how to use them effectively. There's a number of situations where you could combo into a grab off of an aerial, or off of a tilt on an aerial opponent, and in a lot of situations you could land dash attack, you could land a boost grab. If you can land a reverse dash attack, you basically had a boost grab for sure. Roughly every 35% is a free pummel, but if the opponent isn't mashing, feel free to add more. Sheik's throws are slow, don't expect to catch people off guard with an immediate throw like you might as other characters.