During the mid-'80s, Sheila E. (Sheila Escovedo) was the biggest and brightest of Prince's protégées. Certainly during his post-Revolution tours of the late '80s, Prince showcased Sheila E., the culmination of an association that began when Prince wrote and co-produced her 1984 breakthrough, "The Glamorous Life," and duetted on "A Love Bizarre" in 1985. This association often framed her career entirely in terms of Prince, but she was successful prior to entering his orbit. She recorded with George Duke, Mavis Staples, and Harvey Mason, and toured with Marvin Gaye. Afterwards,...