I've been listening to Sia since about 2001 back when she was the vocalist for Zero 7 and she is someone who has paid her dues over and over through the years. Her work back then is really worth digging into. Here's a pretty good example of it.

To answer your question about her hiding her face, a lot of people tend to assume it is an artistic gimmick or some kind of statement, but it really isn't. She has several albums before her big break into the mainstream that was propelled by her songwriting work for artists like Beyonce and Rihanna (there is this great story of how she wrote Rihanna's Diamonds in a 17 minute long taxi cab ride and pitched it to here when the ride was over) where she showed her face. She suffered for a while from some crippling depression, alcoholism and drug abuse that came about following the death of her boyfriend, a suicide attempt, and an autoimmune disorder that exasperated it all. As she got better, she realized how destabilizing fame was to her mental health and while she still had a passion for her art, she adopted the wigs to maintain her personal privacy and avoid the pressures of fame.