Sheik is an easy top play, top-tier character. Though she has a lack of good kill moves, she can rack up damage extremely easily. Good ways to rack up damage include using needles (Neutral B) and forward-air (I'll call it F-air for simplicity). Whenever your opponent isn't applying pressure, you should be charging up needles. Needles allow you to tack on some quick damage with little to no risk. A full charged needle shot can do anywhere from around 7% - 11% damage, depending on how close you are to your opponent.
F-throw combos perfectly into F-air at low percents. After you do F-throw, jump and F-air your opponent. Land quickly (fastfall) by pressing down at the peak of your jump. Then F-air over and over. If you're good enough, you can end the combo offstage with a bouncing fish (Down-B).
An example combo can be found here:
Good luck!