Even though Sheik was very stealthy and helped a lot, Zelda was able to do a lot on her own too. She helped you more in fact. oot Zelda wasn't really a damsel in distress. She acted, especially in Ganon's castle when she basically saved Link multiple times, during the final fight, and in the wreckage of the castle.
Sheik was really cool, but I feel like she's overrated. Zelda herself is incredibly sneaky, even without the persona of Sheik. In Windwaker, she escaped Ganon for a looong time as Tetra, and she was pretty versatile in general. She provided the best support a princess could. In oot there's so much support from Zelda it's really great. Even as a kid, she sent Link, warning him of the darkness around the world, and allowed him to open the door of time with her family's heirloom, became the lead sage, saved Link by helping him escape a tower, and as sheik, she guided him through every temple. But Zelda herself was never afraid.
In Tp she was an extremely smooth talker, and although she was a prisoner essentially, she even had an assailant. She was well organized and was just great.