It really depends on how much
land you're having to fence in, what your budget looks like, and how you plan on grazing your animals.
If it were me, and I was going to fence lets say 30 acres to be grazed rotationally, I would put up high tensile electric perimeter fence.
This is where an ounce of prevention is worth a pound of cure. Your perimeter fence will be your free safety, its your last line of defense. Make sure that you use good posts, make sure that your wire is tight, make sure that your wire is close enough to the ground to deter sheep and make sure that they are close enough together to prevent escapes.
Also, you will want to make up some kind of schedule for chopping down weeds that get into your perimeter fence and for checking the tension in your wire.
You might also want to look into some method of deterring weeds from growing up around your fence.
Interior fencing can be movable poly. Your animals will get the hang of it.
If your budget allows you can go with a good woven wire perimeter fence with a strand or two of hot wire to discourage pushing.