Do not give up yet. However, I think that sage is a happier plant outside in well drained soil with full sun.

I've had a very difficult time making any grocery store potted herb survive. I think the conditions in the grocery department ill suites most culinary herbs.

Outdoors would be best for sage but at this point you will need to wait until the frosts have past since the plant is not currently hardened for those conditions. Watering sage every day or every other day is bad. The plant prefers dry rather than wet conditions. It prefers lean, well draining soil. For indoor culture, something similar to a bonsai mix would be best for sage rather than standard potting soil that has additives to retain rather than to drain water.

FataMorgana

Thanks for the advice guys! Unfortunately since I live in an apartment, having outdoor herbs is hard.

I'll try to ease up on the water as much as I can. I've had to spray it with a water/dishsoap solution to get rid of the aphids that have sprung up around my little garden too. Yikes!

I would try again with a new one. With most herbs I bring in, I put a plastic bag over it and I don't give much direct sunlight for a week before slowly introducing them to a permanent position.

I don't water mine daily I got it from homebase also make sure you put wood chippings threw I use fine bark and loam compost you could be drouning it with watering it daily

I think the problem, apart from being indoors, may be too much TLC ;-) Firstly, it seems you have massively overwatered. Secondly, to remove aphids just sloosh the foliage under the tap while carefully holding the pot sideways. Forget the spraying and dish soap.Thirdly, when transplanting your next effort make sure you have a well draining gritty mix. Fourthly, although this is a Mediterranean plant I would keep it as cool as possible in a house and in the brightest spot you can find after a period of acclimatization. Fifthly, don't remove any leaves unless they are definitely totally dead, in which case they should drop by themselves. Sixthly, you say you have propped it up on other plants. I would get it away from other plants. It needs air around it.

Most herbs sold in supermarkets have been forced to grow fast and lush for sale to use in cooking, not as long term plants for growing on, so you need to get them toughened up before they will thrive. In sage and many other shrubby herbs lush is not necessarily tasty. The essential oils develop best in more robust leaves which have had to work for their living. They evolved, after all, as defence against adversity.