Sheik

Sheik is the alter ego of Princess Zelda, a major character in the The Legend of Zelda series. Despite Sheik's male appearance, Sheik is indeed a female. Sheik acted as Zelda's stronger form, which she would often use to help others, and even Link. Sheik is very good at using musical instruments, as seen in the opening to Super Smash Bros. Melee.

Super Smash Bros. Series
In Super Smash Bros. Melee, Zelda can use her magical abilities to transform herself into Sheik. Sheik is faster and heavier, and is more powerful, but relies on close-up combat, and can't use many magical attacks. This can sometimes cause major damage. Her Vanish attack can't teleport her as high as Zelda, which can be dangerous, but it does more damage when she hits the opponent.

According to the Star Rod's trophy information, it has most power when Sheik or Captain Falcon perform a Smash Attack with it.

Sheik has been confirmed to return in Super Smash Bros. Brawl, with the same role as before. She now has an update appearance, meant to match Zelda's design from The Legend of Zelda: Twilight Princess, even though Sheik did not appear in said game. Sheik was voiced by Jun Mizusawa, who also did the voice of her counterpart, Zelda.

Classic
''This is Zelda's alter ego. Using a variation of the name of the ancient Sheikah tribe, she appears before Link and teaches him melodies instrumental to his success. It's believed that she's not just a quick-change artist, but rather that she is able to instantaneously alter her clothing and her eye and skin color by using her magical skills.''

Adventure
''Strategically switching between Zelda and Sheik is key. Compared to her Zelda form, Sheik is nimble and has gorgeous moves, but she lacks a strong knockout attack. The number of needles thrown in Needle Storm is based on how long you hold the B Button before releasing it. Use the Control Stick to wave the Chain after brandishing it.''

All-Star
''The best strategy to use when playing as Sheik is to let her flow from one powerful attack into another, like a river of quicksilver. Zelda has some techniques with more punch, however, so in one-on-one battles, use Transform as needed. Sheik only travels a short way when using Vanish, but the move comes with a small explosion that damages foes around her.''

Trivia

 * Sheik's name can be seen in the Nintendo 64 Mario Golf game scorechart. Link can also be seen.
 * Sheik's name is spelled Shiek in some languages, but never in English.