<<< I want to know how to go about deciding for myself which breed >>>
Make a list of your priorities. There's no one breed of sheep that will fit every trait you want, so you will need to figure your highest requirement and then compromise from there. You've already said that wool is your highest priority, but the breeds you've listed aren't the best wool sheep. So perhaps you need to either change your top priority, change the breeds you're considering, accept the idea of lesser quality wool....or acknowledge that there is some other higher priority, such as visual appeal, nostalgic appeal, historical interest, etc.
<<<How many sheep of a breed is a reasonable sample size to know if that's the breed(s) I most want to work with? >>>
I don't know the recommended number, but I see
enough variation with my own sheep that I'd have to have at least 6 to get an idea of the breed, assuming that you've already researched the breed.
Since you have cold winters, that rules out the hair breeds. With meat a low priority, that means that you don't care about flavor,
feed to weight gain ratio, fat layering, muscling, carcass quality. So all that info comparison of the various breeds can be skipped.
You mentioned milk. They all produce milk, but not in great quantities. So it depends upon
exactly how much milk you want and how much effort you're willing to put into it. The East Friesian is the most common
dairy sheep. They produce 3-4 times as much milk that non-dairy breeds. If I were to be chained to milking a flock twice day, I'd want to get the most milk for my effort. But if you're just looking for a little milk, any breed will do. I separate my lambs at night, milk first thing in the morning, then turn the ewes and lambs out together. After the first 2-3 months I don't bother milking at all. This fits my own needs.
Two factors I would also suggest considering --
...cost. For me this is a big one. Just how much do I want to invest per sheep? $50? $500? I can buy mix breed hair sheep for $50 each or Dorpers or East Friesian for $500 and up. Because I have predation issues, I go with the $50 mixbreeds just case a dog gets past my guardian donkey. Boy, I'd really hate to lose 10-15 sheep at $500 a head!
...availability. Is the breed already in your area? If not, how far will you have to travel to get it? Or would you have to ship it in? If the breed isn't already in your area, then you will have to go through the whole hassle again when you want to add a new breeding stock, like a replacement ram. I opt to buy
local. I really don't want to spend a whole day away from the farm to pick up a ewe or ram that's a 3 hour drive away. Worse yet, having to ship it in.