Heh, reaffirming that I'm far from a master, I hear all this awesomeness about Sheik, and albeit I do love the girl to death (my highest leveled character behind Link, at 88 I think) I know not how to properly use said Bolero and Water Shield that I hear about everywhere. Or is it automatic? Afraid to say I'm in the same zone as you, I've relied on the Training Dojo to level up Agitha on account of not only I find her moveset ineffective for the most part, but worse of all, much less fun than any other given moveset in the game. It's a shame because the concept it's kickass but the execution leaves a lot to be desired. The giant beetle attack (rushing to the side right after she starts jumping) has helped some with crowds, but still....
There probably isn't any saving Agitha. If you mash regular attack 3 times she throws out a tornado...this is crucial to all her stuff I've found. You see once airborn you can hit her strong attack to summon the big butterfly and it will keep you airborn and juggling enemies, but most importantly it keeps you from being hit. While Airborn I can usually hit regular attack twice then I have to end with strong attack before her butterfly gauge is gone to make it crash into the ground for an explosion. Wait too long and she is a sitting duck as she glides back down. As soon as the butterfly explodes you have to dash to cancel out of the recovery.
Thats really it. She doesn't have a lot she can cancel out of since her startup is worse than her recovery. She is meant to be played at a large distance and I generally whif her startup attacks a lot to just get her airborn from a safe distance so I can charge in safely to use her butterfly. You can mash regular attack 4 times and then hit strong to get a beetle attack off if they get too close to stay safe, but other than those tricks....meeeeeeeeh.
SHEIK GUIDE FOR ALL WHO NEED "A" RANKS
Sheik is incredible. Her songs give her an element,
but the element is based entirely ON THE COMBO YOU DID BEFORE HITTING STRONG ATTACK. You can tell which element you have because it puts a music note below your special meter after a combo the color of the element.
this is the combos using warriors style buttons where Y= regular and X= strong
YX = Serenade of Water: Puts a shield around Sheik that absorbs 4 hearts of damage. The shield has no time limit and stays on until it takes enough damage to break.
YYX = Bolero of Fire: Puts a "trap" on the ground that detonates a few seconds later, inflicting heavy damage on anything standing on the trap.
YYYX = Song of Storms: Puts a different shield around Sheik that knocks enemies away from her, inflicting light damage. This can stack with the water shield but is limited in time.
YYYYX = Nocturne of Shadow: Puts a shadow on the ground that pulls enemies into it, trapping them in place. You can put this down to hold an enemy in place, then set up Bolero of Fire and hold them still so they can't escape the fire damage.
YYYYYX = Prelude of Light: Puts a square of light on the ground. While standing in it, Sheik's special gauge fills. I don't think it charges allies' meters, only your own.
...so basically do one of those combos then hit Strong attack to cast the spell. Want Bolero of Fire? Hit YYX and then once you see the music note in red hit X to lay down the trap that does probably the most damage in the game. Want the water shield? Hit YX and then once you see the blue note below your gauge hit X again.
Sheik is probably the most brutal character I've ever seen in any musou title. She can charge her own gauge, trap enemies in place and then hit them with inescapable damage, and she can just flat out IGNORE damage and stack shields so not only can she yolo through crowds, but for a time it will hurt her opponents as well.