Decent choices will be Mario, Pikachu, and Kirby. Kirby can ko better, dodge needles with crouch, and can combo her because of her falling speed; Plus, if he gets her needles, then he can use them to his advantage. As Kirby, avoid fighting Sheik in the air because she's fast, can out range him with her fairs, juggle him, while hes difficult to edgeguard, he can still get gimp due to his slow air speed and can die off from her up-b if he's at high percent. Also, appoarching her can be a pain since Sheik can make him work for it.
Mario and Pikachu, I don't know because the match up doesn't work for both of them since she wins in the air and have a better projectile, but their close to even since they can ko better and have the tools to combo her and gimp her as well(not easy to edgeguard though).
I think Lucario can be a difficult match up for Sheik because of his ko potential when his aura and rage kicks in, edgeguarding him will be easiler said than done, and he has better damage output then Sheik with his aura since she struggles with killing and he can comeback well. However, Sheik can juggle him, camp him with needles, has better mobility and frame data, combo him, and rack up damage quickly. While I think the match up can be difficult for Sheik, she won't be easy to take down
