This is an old super-simple guide I wrote way back. I'm not sure how much of it was serious and how much of it was joking. Discuss, and I'll try to write a more complete and up-to-date one in the near future.
Sheik's got the most straightforward set of attacks in the game, besides maybe Marth. They all do something, and it's pretty easy to figure out what they do. To that end, you really shouldn't be spending too much time thinking about how to use all your moves, because you should know what moves work best in what situations just by looking at them.
Defense
Sheik has a shield, like all characters, but it's not really a good idea to abuse. Sheik is really quick normally and it's pretty much the only thing saving her from getting destroyed by all the characters with better range/priority/power. In fact, most of the time you can just run away from attacks and you'll be able to punish better.
Anyway, if someone does decide to attack Sheik's shield with something punishable, you've got a few good options - dsmash, shieldgrab, and ftilt. Shieldgrab pretty much comes standard and as long as it's not Meta Knight you can probably figure out a followup from it. Dsmash is just your universal "get out of my face" response that you can use whenever you want, and to make things even better it has multiple hitboxes to punish spotdodging. Ftilt works best at low %s, and is an amazing thing to hit with most of the time.
Also, if people like using STRONG but predictable punishable attacks against your shield, just spotdodge. And maybe dsmash afterward.
Offense
Just run in and hit them. Like, you can do dash attack, grab, or SH fair or nair or something. If you land a hit either something other than fair or grab, you probably popped them up into the air, so you can start juggle pressure. If you land a fair at low % you can probably combo into an ftilt or something. Grab is grab, do whatever you normally do from a grab. If you attack a shield, you're usually ****ed, but if you hit the shield with an autocanceled aerial you can try using your jabs to punish shieldgrabs. You'll want to avoid attacking into shields in general, though.
If you're up close, you can now use your ftilt, dtilt, and jabs. Dtilt works better at the SUPER low %s and can poke some shields and even outrange a few grabs. Ftilt sort of just does its thing.
In summary, just use some quick attack depending on where you are if you plan on approaching. It doesn't even matter which one, but dash attack is the fastest from far away and ftilt is pretty good up close.
Neutral
If the other guy's camping, charge needles. And maybe throw them. You do NOT want to approach someone actively camping, because he's camping to make you approach.
Ledge Stuff
Sheik can ledgestall with her chain tether up to three times before she needs to be back on the stage to use it again. You can also do quick ledge regrabs with her Up+B. She can also ledgehop and throw needles and regrab the ledge. When you're done messing around from there, ledgehop a fair or uair or airdodge or something.
Other Guy on Ledge Stuff
If the person tries to mix up normal ledge recoveries a lot, use your Chain. It's safe, and it wrecks people while they figure out what's going on. Don't retract it until they finally escape the ledge area, because leaving it out doesn't add it to the attack decay and keeps your damage at a full 5% (if you did an aerial landed chain).
Normal ledge getups can be punished by SHing near the ledge and then fairing them when they finally get up. Ditto with ledge getup attacking, just time your jump to avoid the attack. If you're doing this though, you need to know what the other guy is planning to do, because he'll be able to escape from a roll if you're expecting a normal getup.
Combos
Land an ftilt.
Grab Games
Fthrow is the only throw that can give you enough advantage to follow up into a true combo, and only if the person DIs toward you to pop himself straight upward. You can use side throws near the ledge to try to trick them into DIing it this way and allowing your followup.
Dthrow allows more directional DI than Uthrow, but otherwise they send at about the same distance. It works more or less like hitting someone at high % with an ftilt.
Juggle Pressure
This happens when hitting someone with a utilt, dash attack, dthrow, and uthrow. Just make them do something and punish accordingly. If you make them attack into your shield, you can even regrab, dthrow, and see if they do it again. If they double jump, just keep following them because now they're stuck in the same situation, only they have no more double jump. If it's any kind of decent Meta Knight, don't bother following up, just charge needles or something. You can sometimes punish airdodges with a smash attack, and it's always funny when that happens. Especially when you land a tipper usmash.
Edgeguarding
Just use any aerial you want from offstage. Fair gimps better while bair and nair have more sending power. Oh, but don't use dair unless you feel like being funny. You can throw needles to mess with timing a little and if you get lucky steal a double jump.
Recovery
Side+B if they aren't edgehogging, Up+B if they are. Obvious.
Transform?
Zelda KOs better than Sheik. Also, transforming resets your attack decay list. To set up for a safe transform at a proper KO %, send the opponent offstage with a dsmash, fsmash, or aerial.
Sheik's got the most straightforward set of attacks in the game, besides maybe Marth. They all do something, and it's pretty easy to figure out what they do. To that end, you really shouldn't be spending too much time thinking about how to use all your moves, because you should know what moves work best in what situations just by looking at them.
Defense
Sheik has a shield, like all characters, but it's not really a good idea to abuse. Sheik is really quick normally and it's pretty much the only thing saving her from getting destroyed by all the characters with better range/priority/power. In fact, most of the time you can just run away from attacks and you'll be able to punish better.
Anyway, if someone does decide to attack Sheik's shield with something punishable, you've got a few good options - dsmash, shieldgrab, and ftilt. Shieldgrab pretty much comes standard and as long as it's not Meta Knight you can probably figure out a followup from it. Dsmash is just your universal "get out of my face" response that you can use whenever you want, and to make things even better it has multiple hitboxes to punish spotdodging. Ftilt works best at low %s, and is an amazing thing to hit with most of the time.
Also, if people like using STRONG but predictable punishable attacks against your shield, just spotdodge. And maybe dsmash afterward.
Offense
Just run in and hit them. Like, you can do dash attack, grab, or SH fair or nair or something. If you land a hit either something other than fair or grab, you probably popped them up into the air, so you can start juggle pressure. If you land a fair at low % you can probably combo into an ftilt or something. Grab is grab, do whatever you normally do from a grab. If you attack a shield, you're usually ****ed, but if you hit the shield with an autocanceled aerial you can try using your jabs to punish shieldgrabs. You'll want to avoid attacking into shields in general, though.
If you're up close, you can now use your ftilt, dtilt, and jabs. Dtilt works better at the SUPER low %s and can poke some shields and even outrange a few grabs. Ftilt sort of just does its thing.
In summary, just use some quick attack depending on where you are if you plan on approaching. It doesn't even matter which one, but dash attack is the fastest from far away and ftilt is pretty good up close.
Neutral
If the other guy's camping, charge needles. And maybe throw them. You do NOT want to approach someone actively camping, because he's camping to make you approach.
Ledge Stuff
Sheik can ledgestall with her chain tether up to three times before she needs to be back on the stage to use it again. You can also do quick ledge regrabs with her Up+B. She can also ledgehop and throw needles and regrab the ledge. When you're done messing around from there, ledgehop a fair or uair or airdodge or something.
Other Guy on Ledge Stuff
If the person tries to mix up normal ledge recoveries a lot, use your Chain. It's safe, and it wrecks people while they figure out what's going on. Don't retract it until they finally escape the ledge area, because leaving it out doesn't add it to the attack decay and keeps your damage at a full 5% (if you did an aerial landed chain).
Normal ledge getups can be punished by SHing near the ledge and then fairing them when they finally get up. Ditto with ledge getup attacking, just time your jump to avoid the attack. If you're doing this though, you need to know what the other guy is planning to do, because he'll be able to escape from a roll if you're expecting a normal getup.
Combos
Land an ftilt.
Grab Games
Fthrow is the only throw that can give you enough advantage to follow up into a true combo, and only if the person DIs toward you to pop himself straight upward. You can use side throws near the ledge to try to trick them into DIing it this way and allowing your followup.
Dthrow allows more directional DI than Uthrow, but otherwise they send at about the same distance. It works more or less like hitting someone at high % with an ftilt.
Juggle Pressure
This happens when hitting someone with a utilt, dash attack, dthrow, and uthrow. Just make them do something and punish accordingly. If you make them attack into your shield, you can even regrab, dthrow, and see if they do it again. If they double jump, just keep following them because now they're stuck in the same situation, only they have no more double jump. If it's any kind of decent Meta Knight, don't bother following up, just charge needles or something. You can sometimes punish airdodges with a smash attack, and it's always funny when that happens. Especially when you land a tipper usmash.
Edgeguarding
Just use any aerial you want from offstage. Fair gimps better while bair and nair have more sending power. Oh, but don't use dair unless you feel like being funny. You can throw needles to mess with timing a little and if you get lucky steal a double jump.
Recovery
Side+B if they aren't edgehogging, Up+B if they are. Obvious.
Transform?
Zelda KOs better than Sheik. Also, transforming resets your attack decay list. To set up for a safe transform at a proper KO %, send the opponent offstage with a dsmash, fsmash, or aerial.
