For BBC Radio 4, Sheena's work has included presenting The World Tonight, The World at One, The World This Weekend, Agenda, Beyond The Millennium, The Week at Westminster, Talking Politics and Something Understood. She also presented a series on the media and the Civil Service, wrote and presented Stop Press and has hosted live World Service phone-ins with world leaders.
In 1989, Sheena became the presenter of Channel 4's flagship foreign affairs programme The World This Week. Other work with Channel 4 includes presenting Channel 4 News; Right to Reply; Serious Money; The Vision Thing, a series of interviews with politicians, scientists and artists; House to House, Channel 4's parliament programme; Scot of the Arms Antics; and MacLibel. She has hosted the channel's coverage of live events including The Turner Prize, Glyndebourne and the European Film Awards. She frequently chaired Channel 4 debates on various subjects including the world's first deliberative poll in March 1994 under the title Power and The People.
For BBC television, Sheena has guest-presented On The Record and she covered the political party conferences in 1993 and 1994. She has made a number of one-off specials including a series of interviews called Fighting Talk in 1990; a film about Croatian refugees; Human Rights Human Wrongs; a Correspondent on Bosnia; and various programmes related to the General Assembly of the Church of Scotland. She has also chaired debates for BBC 4.
In 1999, Sheena was hit by a speeding police car in London and she suffered traumatic head injuries. After her recovery, she took part in a BBC documentary entitled Who Am I Now?, where she explored her experiences following major surgery and her subsequent rehabilitation. Sheena has recovered with a clean bill of health and went on to host The Operation Live, for Channel Five, the first medical operation nationally televised.
Since its launch Sheena has worked extensively with Teachers TV, fronting their News show. She continues to guest present many Radio 4 current affairs programmes.