It depends (I guess just about every question could be answered that way, LOL!). What specifically do you want them for? How many people would you be feeding? Any use for wool? How much land is available for pasture and for raising winter feed? What is growing on that land now, and what could you grow on it? How good is the fencing? Are you willing to have livestock guardian dogs (which are sometimes escape artists and often bark a lot at night) to protect the sheep, or would you be putting them inside a locked barn at night? How much time do you have at lambing season?
None of the sheep breeds that are milked, are as good of milkers as goats. Some milk fairly well, but as far as I know, none have as long a lactation as a decent goat (goats will milk for ten months of the year and some can be 'milked through' for two or more years without re-breeding). Most sheep will only milk for about six months of the year. This may be an advantage if you want to make cheese and store it for the dry months of the year, but if you need fluid milk year-round, sheep probably aren't your best choice.
Some breeds of sheep are better meat animals than any of the goats if you like lamb/mutton (I prefer chevon, myself). There are several breeds that are used in sheep dairy operations and are also good meat animals; generally these breeds aren't the best for wool, but the Icelandic sheep are considered to be pretty decent for all three uses. (You didn't mention wool in your post, though, so maybe that isn't a consideration for you.)
Sheep, for the most part, require grass and some forbes in their diet; some will browse a little bit like goats and
deer (and don't turn a flock of sheep into a young orchard as they will bark and kill the
trees!). They usually need only small amounts of grain, if any at all. They do need salt and minerals, as well as clean water. And they will need to be wormed regularly; have certain vaccinations in some areas; have their hooves checked and trimmed once in a while; and you have to watch out for
maggots and lice among other external pests. (There's a reason why most sheep raisers remove the tails from their lambs -- if the tails are left on, and get dirty from wet manure, maggots can literally eat the sheep alive. Icelandics, Shetlands, Finn Sheep, and Romanovs all have naturally short tails if you want to avoid having to dock your lambs' tails.) Sheep with fleeces must be shorn annually unless they are a naturally-shedding breed, and even most of those don't shed completely and will need to be clipped. If the fleece isn't shorn, it just continues to grow until the sheep is unable to move and feed, so this isn't an optional item. It can be difficult to find a shearer willing to come to your place for just a handful of sheep, so it's best to either learn to shear them yourself, or go together with several neighbors with small flocks and take all the sheep to a central location for shearing. (If you are going to keep sheep that need to be shorn, keep the wool clean while on the sheep -- put coats on them if you have to -- and skirt it before bagging the wool. It will be worth something to handspinners this way. Dirty fleeces or fleeces full of burrs and foxtail are only good for mulch.)
Sheep can be just as good at getting through fences as goats are, so fences need to be very good and tight. They are also extremely vulnerable to stray dogs and coyotes, as well as to larger predators. So again, good fences and if possible, livestock guardian dogs are needed.
The number of sheep you can raise on a piece of ground is going to vary considerably depending on your climate. In the humid East, generally they figure around six animals per acre; in the arid West it might be twenty acres per sheep, depending on where you are!
Kathleen
ETA: You mentioned disposition. Most ewes are pretty calm. Some are a little skittish, but usually if you spend some time with them, you can get them to calm down. Rams can be dangerous. Even a small ram needs to be 'handle with care' -- be very cautious around them. Unless you have a neighbor with a good ram that you can use, you will have to keep a ram. If you watch two rams knocking heads, they can hit one another with enough force to knock themselves cuckoo -- a four-hundred pound ram hitting YOU at a dead run could at the least break some bones. Even a little Shetland ram could break some bones. I'm not sure what to tell you about working with them -- when we had friends with sheep (Shetlands and Merinos) I didn't go in the ram pens. We had some ewes at our house, but never a ram. If my buck goat challenges me, I flip him upside down and sit on him until he submits. But I'm don't think that would be such a good idea with a sheep, and a large ram would probably be difficult to flip in any case.