I can't think of them all of the top of my head, but my favorite Sheik cutscene in Ocarina of Time would have to be after Link defeats Morpha in the Water Temple. You know, when Link turns around for a second, and then he dives into the water? That's my favorite Sheik one...
The book seems very interesting. It's supposed to be about the connections between the gamer and Link or something, and what the gamer feels as well. Some of those would make very neat, deep topics.