I'm not so much against the Sioux as I'm against the Sioux in Civ6, where I feel like we have our fill of horse raider civs. That being said, their widespread public image and their chief significance coming from being the Colonial Other does make me prefer other Native American options in general.
First, a note on Nomenclature: "Sioux" is short for
Nadouessioux, which covers all the peoples. From at least the 14th century on (very approximate, since early records are largely oral, but their Winter Count annual 'calendars' have a lot of clues) they called themselves the Seven Council Fires (
Ochethi Sakowin). Either
Nadouessioux or
Ochethi Sakowin would be good 'native' titles for the 'Sioux' as a whole.
BUT
The 'Sioux' everyone knows are actually primarily just one of the seven 'fires', the
Lakota, who were the first to move west onto the prairie and take up the horse-based semi-nomadic lifestyle. Being also quite numerous, they ended up dominating the central North American area from modern Kansas all the way up into Canada. 'Lakota', then, is a lot easier to pronounce and remember, has some name recognition, and is a more accurate indicator of which 'Sioux' we are referring to.
In addition to all the usual warlike qualities of raiding their (European and native) neighbors, terrorizing farmers (both Native and European - ask any Mandan or Arikawa what they think of the 'Sioux' for a lesson in Native American profanity), the Lakota were also great traders. In fact, many of their 'wars' were responses to a group refusing to trade with them, and in this the Lakota behavior exactly matches that of the Central Asian pastoral groups - they needed and wanted stuff they could get from their settled neighbors, were entirely willing to trade for it, but were also willing to steal it if that was the only way to get it.
In addition, the Lakota/Sioux were shrewd diplomats, to use a Civ definition: they played the French off against the English before they moved west, played off the English against the Americans later, and then played their native neighbors against each other and the Americans once they were out on the plains. And their 'diplomacy' always included the threat or bluff of military action as a way to get what they wanted, or more of what they wanted from the other side. A lot like Great Britain, in fact, with mounted warriors in large groups playing the part of a visiting Royal Navy Man-of-War . . .
As for leaders, enough with the losing medicine chief Sitting Bull. The one Lakota leader that won his war was
Red Cloud, still with some name recognition, but a master at military tactics and external and internal diplomacy: he kept various tribal groups together long enough to fight the US Army to a standstill, negotiated virtually everything he wanted out of the US government, and then retired peacefully as an unchallenged Winner - practically unique among Native leaders dealing with the United States!
Assuming we need another Horse Culture in the game - and I would argue that they have been enormously important historically and are still not very well modeled in any Civ game - the Lakota could be a legitimate Military - Commercial (land trade) - Diplomatic Civ with a single leader of Red Cloud as a Military/Diplomatic leader and a potential Alternate Leader in Sitting Bull as a Religious/Cultural leader.