Oh my god this freaking MU. I know we play Sheik so our right to complain is limited, but this MU is annoying, boring and just not fun.
But...It's still a pretty common MU, so we need to learn it.
I don't have a very concrete set of notes on the blue ferret so I'll just list stuff that's useful to know about him.
NEEDLES
This is where our main advantage lies in this MU. More often than not, a Sonic player's idea of neutral is to spam spindash in the hopes of hitting you, and confirming that into aerial strings. Generally they can get away with this on most of the cast because of their speed, and the fact that side-b is safe on block. We're able to halt any and all spindash shenanigans with needles however. Needles stop Sonic in his tracks, taking away his main approach option. We're able to use this to forge an advantage against him at the beginning of the match, as Sonic will have to start approaching with running shield instead of spindash if he wants to get close. Free grabs all day here, as he'll be conditioned to expect needles when in neutral, allowing you to run up and grab his shield. I'd recommend, after grab punishing a shielded approach, to just throw a few needles again. They can't stand it, especially after being punished for shielding.
Remember not to use needles when he's too close. His speed will mean an instant punish. To my knowledge, nothing he has outranges out F-air, so abuse that to no end.
PATIENCE
More than any MU I'd say to exert this to its fully extent. Sonic is good at looking like he doing all this untouchable stuff, but in reality if you wait you can find quite a few openings. If he's pressuring your shield, just wait for him to expend his resources (double jump, etc) and punish his finishing state (he'll most likely be in the air after a long string of moves).
Sonics generally have a pattern after using Side-B too. Watch where he goes after a few initial spindashes, and then anticipate > punish after he uses another.
His aerial strings never end. They all combo together well and do good damage. From my experience, approaching from the air has always gotten me screwed. He's very good at preventing landings as well, due to his movement speed. So, rule of thumb, stay out of the air. Running shield will be your main method of getting around.
This is fine as his grabs aren't too good. I only find myself being comboed out of U-throw around mid percents. Airdodgeable at higher percents. You need to be wary of getting grab on the ledge at high percents though, as his B-throw is similarly dumb to Ness' and could kill you early. Set yourself a reminder: Above 100%? Be wary of B-throw.
OTHER STUFF
F-smash has very long range. He will try and snipe you when you're grabbing the ledge. I have been hit more than once during the initial vulnerable frames of Vanish as I did it next to the ledge. When recovering with Up-B and he's on the stage, make sure there's enough space between yourself and the stage and rely on the ledge snap.
U-smash beats his D-air, so combat feet with hands.
Reading ledge getup is generally more profitable than trying to punish him offstage.
I'll have a look around for more info, but this is it for now.