Sheep are herd animals by nature and do best when kept in a herd or in pairs. The best sheep to keep for a pet is a female sheep, a ewe, which has been bottle raised. Sheep are fairly low maintenance and easy to raise.
The first thing you need to care for sheep is a fenced pasture area with a shelter. The shelter can be a small structure that provides protection from the elements or a barn. The best flooring for a shelter is packed clay. Concrete is not recommended because it retains the cold in the winter. Avoid using wood shavings or saw dust as bedding as it will get matted in the sheep's wool and is almost impossible to remove. If you need bedding for your sheep it is best to use straw. It is important to remember to allow fresh air to circulate especially in barns in the winter where they tend to be closed up. If fresh air is not allowed to circulate the sheep may come down with pneumonia due to the high levels of ammonia produced from their urine.
The next thing you need to care for you sheep is proper food. Sheep do best when allowed to graze in a pasture of young low laying grass. Green fresh hay may be added to their diet when pasture grazing is not available. You want to make sure that the hay is not brown or yellow as this type of hay does not offer much nutrition for the sheep. If you have a growing lamb or pregnant ewe, then you can offer those grains. Sheep will overeat grains, make sure you feed according to package directions. Sheep need access to fresh water at all times. They also need to have a salt block to lick on.
Sheep are very susceptible to worms and should be deformed regularly. It is important for you to get regular care for you sheep from a veterinarian. You will want to get your sheep vaccinated according to the recommendation for your area.
The final thing you need to do to care for sheep is shorn them. Sheep can be shorn anytime of the year, it is up to the farmer when it is done. Usually you want to avoid doing so in the winter but with adequate shelter it is acceptable to do so. Some breeds of sheep like the Lincolns and Leicester's need to be shone twice a year.