Sheep are no harder to keep than other exotics (like axis, blackbuck, fallow) if you have a quality constructed fence. The only "sheep" we have ever had is Auodads and Corsicans. We only have Auodads now. It will depend on your acreage and what you want to do with them. If you are going to let them be wild ( not raising them in a pen and on a good size acreage and are going to raise them for live animal sales to other ranches for hunting or propagation)... you are going to need a way to capture and move them. You can do the capture by drugs with a dart gun, helicopter net capture (If you have larger acreage) or capture/handling facilities you will have to build specifically for gathering and loading.
If you are going to be raising them in small paddocks or pens like livestock, then they will become somewhat use to handling and penning and can be loaded/handled like normal livestock......but you are still going to need some type of loading pens and chutes.
Sheep are prolific and can over graze a pasture in a short time without proper population control and proper range management. When a sheep grazes they pull the plants when eating them. This sometimes pulls roots and all or they nip the plant off so short it dies. So you must not overgraze and closely monitor your range.
( There is a reason cattleman did not like sheep herders in the 1800's......for the damage they thought they did to the range).
There is a niche market of hunters who pursue the various exotic sheep species as trophies and some ranches do well catering to that market.
Some ranches I know just have a few of the different types strictly for the enjoyment of having them to see and enjoy......kind of like having zebras etc.
Sheep (In my experience) are very difficult to dart and capture using Rompun(Xylazine) Telazol, Ketoset and even Sucostrin. Before you decide to do anything with drugs I suggest you take a course and become educated on the use of the aforementioned drugs before touching them.
Messin with exotic hoofstock can be really enjoyable and rewarding, but with that comes the responsibility of managing them.