I have been keeping sheep for...lessee here...it'll be 20 years next Fall.
Started out with Shetlands, which are a primitive breed prized for the quality of their wool. "Primitive" in this context means they haven't been bred to the point where they're too dependent on humans. Eat about anything, no problems with lambing. Locally, folks put them out on an unoccupied island for the winter and they subsist on what browse they can find and eat snow for moisture. They're relatively small (a big ewe might go 100 or 125) docile, friendly and easy to handle.
Two years ago, I switched to Katahdins, as finding someone to shear was getting difficult and the wool wasn't worth spit unless you knew a home spinner or hobby knitter.
Katahdins are MUCH bigger (my ram goes about 300 pounds), but otherwise share most of the Shetlands attributes.
I've cut back now due to loss of customers for the lambs and the price of hay, but at the peak of things, I kept up to 20 critters on 3.5 acres of grass pasture and still had to mow to keep ahead of it.
Lambs raised on grass and Momma's Milk are excellent eating.
In that time I've lost exactly two adults to unexplained illness, and none to "stupidity". Perhaps that's due to the breeds I selected. I will say they are prone to panic and will herd up and run when they're startled, but that's a prey survival thing. They're nowhere near as smart as a dog, but I've never had occasion to call them stupid. They can read a clock and know when dinnertime is :) They also know that when I go up that ladder in the barn, hay is going to magically fall from the sky and land right over...THERE!
Chickens, now THEY are stupid.