2006–2012: C.O.E.D. and the E. Family
In February 2006, she performed with Prince at the BRIT Awards and on the Good Morning show in June 2006. She also performed at the Sonoma Jazz Festival in 2006 as part of Herbie Hancock's band. In the same year, Sheila formed her female band called C.O.E.D. (acronym for Chronicles of Every Diva). The band performed on several live televised shows and also recorded an album that was never released.
She performed at the 2007 Latin Grammy Awards with Juan Luis Guerra. In mid-2007, she toured with Prince. In October 2007, she appeared as a judge on Fox network's The Next Great American Band. On April 9, 2008, she appeared on the Emmy winning program Idol Gives Back. She took part in the show opener, "Get on Your Feet", with Gloria Estefan while the So You Think You Can Dance finalists dance troupe joined them on stage. On April 26, 2008, she performed with Prince at the Coachella Music Festival. From May 2 to 6, 2008, she played four sold-out shows at Blue Note Tokyo, the most frequented jazz music club in Tokyo, Japan. On June 14, 2008, Sheila E. performed at the Rhythm on the Vine Music and Wine Festival at the South Coast Winery in Temecula, California for Shriners Hospital for Children.
On May 30, 2009, Sheila E. and the E Family Band performed at Rhythm on the Vine at Gainey Vineyard in Santa Ynez, California for the Hot Latin Beats concert. Also performing at the concert was Poncho Sanchez. On December 13, 2009, Sheila E. performed at the Deryck Walcott produced Christmas Jazz held at the Plantation Restaurant in Barbados. In 2009, Sheila E. participated and won the CMT reality show, Gone Country. This gave her an opportunity to make country music aided by the country producer, writer, and singer John Rich. Sheila E.'s first song in the country market was "Glorious Train". A video for the song debuted on CMT on March 7, 2009, following the airing of the episode of Gone Country in which Sheila E. was announced the winner.
Sheila E. performed two shows at Yoshi's in Oakland, California, on August 15, 2010. At her merchandise stand, she sold an EP From E 2 U. She toured on Prince's 20Ten Tour and Welcome 2 America tours. In 2010, she joined forces with Avon as a celebrity judge for Avon Voices, Avon's first global, online singing talent search for women and songwriting competition for men and women.
On May 25, 2011, Sheila performed alongside Marc Anthony on the 10th-season finale of American Idol. On June 7, 2011, she performed on the Late Show with David Letterman as a part of the show's first "Drum Solo Week". In September 2011, the E. Family consisting of Pete Escovedo, Peter Michael Escovedo III, Juan Escovedo, and Sheila released an album, Now & Forever. The album spawned the singles "Do What It Do" and "I Like It". On February 26, 2012, Sheila performed at the 2012 Academy Awards alongside Pharrell Williams and Hans Zimmer, playing into and out of commercial segments. On April 17, 2012, Sheila was featured with "Macy's Stars of Dance" on the Dancing with the Stars results show. On June 16, Sheila headlined the 2012 Playboy Jazz Festival at the Hollywood Bowl in Los Angeles, California. Sheila joined Dave Koz on his 2012 Christmas Tour.
