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ZELDA
While Princess Zelda has been a staple character in the Legend of Zelda series (It's named after her for crying out loud!), her role in SSB:M is her first ever as a playable character (Well, except for those stupid CD-i games, but they don't count). Her alter-ego, Sheik, on the other hand, has only ever appeared in one other game: The Legend of Zelda: Ocarina of Time, more commonly referred to as Zelda 64. Players never learned the true identity of Sheik, the supposed last Sheikah, until the finale of the game, where "he" revealed himself to be Zelda in disguise, and also the seventh sage.

A few of the characters in SSB:M have traits that completely alter the way you use them, sometimes giving them an edge, but also working as an achilles heel. There's the twin Ice Climbers, whom you control two of, and there's Kirby, who can copy the "B" moves of opponents. However, Zelda is the most unique character of all. Why? Because she's not one character, but two. You start a fight as the princess, who is a bit slow-moving but has some powerful magical attacks, and with the push of a button coupled with a flick of the control stick, you transform into Sheik, a completely different character armed with ninja-like moves and incredible speed. Both are extremely potent characters, and both have excellent "A" button attacks. You must learn to balance the two if you want to become a Zelda master.

CLASSIFICATION: Lightweight
Regular Attacks
Zelda: Zelda's got a pretty damn powerful smash. Pulling off the move causes her to charge up, then zap anyone in front of her. It's sure to KO anyone with a high damage total.

Sheik: When you pull off Sheik's smash, you unleash a powerful double kick. The first racks up that damage a bit, and the second sends them flying. It's a great move because it's quick. One of Sheik's better finishers.
Zelda: Zelda's down smash is surprisingly poor. Zelda charges up, then twirls around on one foot with the other foot sticking out. It'll hit your opponents, but it won't send them flying anywhere. Nayru's Love can do the same thing, but better.

Sheik: This is one of the cooler looking tricks in the game. Sheik will charge up and do a helicopter kick while standing on her head. It's slightly less powerful than the forward smash, but it racks up damage on both sides, making it a superb clearout move.
Zelda: Zelda's best moves are perhaps her upward hits. On the ground, Zelda will wave her arm in the air, casting a short-range spell. If your opponent is hit, they'll be zapped and blasted upwards. This can easily finish off your enemies, resulting in a star KO. It's also great for juggling.

Sheik: When the upward smash is performed, Sheik charges up, then raises her arms while ducking down, smacking nearby characters straight up. Use this in conjunction with the midair upward smash, a powerful upward drill kick. Sheik is a formidable juggler when this is done.
Special Attacks
Nayru's Love (Zelda): When you use this, a blue crystal forms around Zelda, defending her for a moment. This move has two uses: the first, and most obvious one, is to reflect projectiles. Unlike Fox's reflector, though, it can't be held in place for a time, making timing crucial. If you time it right, however, your opponent's shot will bounce right back at them. Handy, but difficult to use.

The second use for Nayru's love is as an offensive weapon. When the crystal dissapears, it shatters into smaller crystals which spin around, hitting adjacent characters repeatedly. It's not too powerful, but it can free up some space when you're surrounded.

Needle Storm (Sheik): Pressing the "B" button results in Sheik releasing a tiny needle which flies straight until it hits something. Holding the button results in Sheik charging up for a more powerful shot with about 3 or 4 needles. However, by tapping the "Z" button while Sheik is charging, you can carry the needles around, much like Samus' charge shot, until you need to use them. The needles are excellent for stopping a character returning to the platform while in mid-jump. They fall, and you get the kill, even if you didn't make the original hit. The attack is weak, but it can knock enemies back at a crucial moment.
Din's Fire (Zelda): This move is difficult to pull off, but it's good for a hit against a distant character. By pressing "B" while tilting the control stick forward, you release a ball of fire which flies along, gaining speed, until you release "B". It's very difficult to hit with, and you won't have many opportunities to use it, but it can do a fair bit of damage when it hits. Keep practising, and you're bound to get better at using it.

Your best opportunity to use Din's Fire is probably right at the beginning of the match, when there is an opponent directly across from you. Don't waste the chance!

Chain (Sheik): This move is one of the more unwieldy moves in the game, but it's very good for edge guarding. Sheik lashes forward with the whip, and then holds it out, allowing you to use the control stick to wave it around. You can score multiple hits on nearby enemies with it, and waving it over the edge of a platform will stop most return moves, even powerful ones like the Fire Fox. Like Din's Fire, it requires practice.
Farore's Wind (Zelda): This is one of the best return moves in the game. To use it, press up and "B", then quickly tilt the control stick in the direction you want to go. It can't go through solid walls, but it'll go through any "soft" platform (platforms you can drop and jump through). If you're not careful, you can suicide with this move, so if you're on a small stage, make sure to never tilt directly sideways.

As a bonus, Farore's wind can hurt any character touching Zelda at the time, ala Jigglypuff's "Rest" move. It's not as powerful, but I think you'll agree that the teleport makes up for that.

Vanish (Sheik): Sheik's teleport operates identically to Zelda's, but there are at least two differences: Number one, it doesn't go as far. Number two, it leaves a small explosion behind. This is good for burning nearby characters while you make your escape, and if you hurt somebody while you're on your way back to the platform, hey, bonus! You don't have to worry as much about suiciding with this one.
Transform: Obviously, this is one of Zelda's most important attacks. Without it, you'd be stuck as just one character. Simply press down and "B", and with a tinny little fanfare Zelda players will recognize, POOF, you've transformed! You'll want to transform into Sheik to work up opponents' percentages, and turn back into Zelda to finish them off with a powerful throw. Of course, there are always exceptions, depending on who you're fighting. Balancing the two characters is key.

NOTE: You can use this move right before a match starts! Just hold A while the fight is loading, and you'll start the match as Sheik instead. It saves you a bit of time if you know you're going to need Sheik first.
Strategies for Zelda
Swordsmen
-Link
-Young Link
-Marth
-Roy
The best way to handle these guys is to get them from behind. Obviously, Sheik is ideal for this. Stick to the air and kick them in the back, then use the Running+A dash move repeatedly, back and forth. When you rack up enough damage, it's time to get lucky. Transform into Zelda and attempt to knock them out. When you see the opportunity, seize it, and grab them for one of Zelda's extremely powerful throws. If the damage is high enough, throw them upwards. If they don't hit the KO Ceiling, they'll be at your mercy, for Zelda's upward attacks are her strongest.
Speedsters
-Fox
-Falco
-Pikachu
-Pichu
-Captain Falcon
When facing these guys, you'll never survive as Zelda. The answer should then be simple: stick to Sheik, who is extremely fast. These characters are weaker in the air, so juggle to your heart's content. Use the upward drill kick to keep them helpless, then slam them with the "knee to the groin" maneuver. They'll fly far if you've worked them over enough.
Close Range
-Dr. Mario
-Mario
-Luigi
-Yoshi
-Mr. Game & Watch
-Ice Climbers
The strategy for these characters is simple- wear them down with Sheik, and knock them out with Zelda. That's really all there is to it. Good ways to get their damage percentage up are to catch them in juggling combos, and whip them when they try to climb up onto the edges. Make sure to keep some needles charged up as well. They can be handy if your opponent gets knocked away early. When the time comes to finish them with Zelda, simple trap them in a throw and use Din's Fire to keep them at bay. These characters are average difficulty for Zelda.
Long Range
-Ness
-Samus
-Mewtwo
These are quite possibly the easiest characters in the game to beat with Zelda. They can't stand a chance once they're in the air- Mewtwo especially. Just choose Zelda or Sheik, whichever you prefer, knock your opponent into the air, and start juggling! You'll make short work of them quickly.
Lightweights
-Kirby
-Jigglypuff
-Peach
-Zelda
These characters don't even necessitate a transformation. You can simply stay as Zelda and blast them all over the arena. Sheik has no trouble with them either, but Zelda's powerful attacks can easily win you the fight. Lightweights are definitely some of the easiest characters for Zelda to handle, except for the big exception: facing another Zelda. You should treat her like a close-range fighter.
Heavyweights
-Donkey Kong
-Bowser
-Ganondorf
Contrary to what is true for lightweights, these characters are by far the most difficult characters for Zelda to fight. Sheik can hardly make a dent, and Zelda gets seriously damaged before she can hurt them. If you're facing more than one person, let the other players do the work, then try to swoop in for the kill. This works well in time battles, where you can score your KOs on other, lighter characters. However, you'll have to face these guys sooner or later, and that's when it's time to use evasive tactics. Dodge like crazy, and try to get them into vulnerable positions. It's not easy, but it's possible. Sheik is best for dodging attacks, so lean towards using her more. Steer clear of head-on confrontations. You can juggle DK and Ganondorf, but don't try it with Bowser- his stomp move is too dangerous. However, you can use that move against him: right after he lands, grab him and toss him.