Simple sighs:
* Ahh
* Ugh
* Oof
* Whew
* Shhh
Heavy sighs:
* Aaahhhh
* Ooooffff
* Ssshhhhuuu
* Pfff
Sad sighs:
* Sigh
* *Sigh* (with an asterisk to emphasize sadness)
* *Heavy sigh* (with an asterisk and a descriptor)
Relieved sighs:
* Whew!
* Ahhh, finally!
* *Happy sigh*
Frustrated sighs:
* Ugh
* Hmph
* *Sigh of frustration*
You can also combine words to create more complex sounds:
* A long, slow sigh
* A deep, weary sigh
* A sigh of relief
Ultimately, the best way to write a sigh depends on the context and the emotion you want to convey.