Color guide:
Normal=Undefined
Red=Warning
Yellow=Strong in dungeons!
Cyan=Strong in PvP!
White=Strong in PvP and Dungeons!
Green=Weaker than average(compared to other characters)
Purple=Useful
Blue=Notice/Note
Basic Skills

As you can see he doesn't have many skills but they are pretty useful. I was lazy to crop so I will be using images from Kowiz's Sieg ST package. When I get unlazy I'll crop lol. So let's begin.
InvincibilityRequired level: 42
Required SP: 3
Activation Keys: A + Up(At the same time)
Cooldown: 60 seconds
Effect: Sieghart sits down and lazes around for roughly 5 seconds. He is invincible during this time.
Advanced Combo - BackstepRequired level: 20
Required SP: 1
Activation Keys: Z, <-(opposite direction of where you're facing)
Effect: Sieghart jumps back some distance. Useful for dodging and can be used to get behind enemies.
Air Attack - Air Attack level 2Required level: 14
Required SP: 1
Activation Keys: Z, Z
Effect: Sieghart swings his sword forward, vertically this time, like Elesis. He can swing twice. The reason why this is strong for PvP and dungeons is because using this, he can otto.
Air Attack - BounceRequired level: 24
Required SP: 2
Activation Keys: Z+Down(at the same time, in the air)
Effect: Sieghart bounces off the enemy's head, doing some damage and sending him high in the air. Can be used on other players in dungeons and it won't damage them. Useful on jump maps.

Aerial Attack - Aerial Attack lv 2
Required level: 27
Required SP: 1
Activation Keys: Up, Z(in a combo)
Effect: Sieghart swings his sword in a circle, then jumps up and swings again.

Dash - Speed Dash
Required level: 30
Required SP: 1
Activation keys: ->->->
Effect: Runs faster. That's it.

Dash attack - Dash attack lv 2
Required level: 35
Required SP: 1
Activation keys: ->->, Z, Z
Effect: Instead of the dash attack being the last few steps of the combo, it becomes 2 quick slices. Attack power is about the same.

Critical attack - Critical attack lv 2
Required level: 33
Required SP: 2
Activation keys: ->->, <-<- in combo
Effect: Sieghart sweeps the feet of the enemy with his feet then swings sword downward. No real difference attack wise.

Double attack - Double attack lv 2
Required level: 17
Required SP: 1
Activation keys: ->->, <-<- at end of combo
Effect: Sieghart spins his sword in front of him hitting the enemy 3-4 times. For some reason there's no mp regen from this attack.

Rage - Berserk Rage lv 1
Required level: 11
Required SP: 1
Activation keys: X
Effect: Sieghart's rage bar fills faster and rage mode lasts longer.

Rage - Berserk Rage lv 2
Required level: 20
Required SP: 2
Activation keys: X
Effect: No clue
Rage - Berserk Rage lv 3Required level: 41
Required SP: 3
Activation keys: X
Effect: Rage bar fills faster and rage lasts longer. Additionally, some parts of the combo(most actually) will hit twice. The combo will remain the same but the attack will hit twice.

Rage - Buff rage lv 1
Required level: 11
Required SP: 1
Activation keys: None
Effect: No clue
Rage - Buff rage lv 2Required level: 21
Required SP: 2
Activation keys: A+Up
Effect: Requires a full rage bar. Sieghart will convert his rage into 30-40% hp(from what I've seen). Rage fills slower. I highly recommend this.

Rage - Rage buff lv 3
Required level: 39
Required SP: 3
Activation keys: -> <-
Effect: Shoots...something in a direction. Requires full rage.
Version History
May 28th, 2010. V.0.1. Reserved post(then got lazy)
September 2nd, 2010. V.0.5. Added the basic skills I know