I don't have sheep now but have in the past. When I got an aussie who showed some promise I went to an aussie breeder who also had sheep and was competitive in herding and we did some work on her sheep in her herding pen. This was good because his natural drive was strong and in a larger field bowling for sheep happened. Look around for a local herding person who can maybe help guide you to good sheep selection. Not all sheep herd well as mentioned hair sheep are more primitive and don't flock up nice and tight. It was a lot of fun and my dog eventually learned how to herd my rather squirrely sheep and he was a great help to me. You can also use ducks for working with herding dogs a small flock of ducks can be an excellent way to start.
You dont mention the breed? There are some differences in how the breeds herd as well, bouv's dont herd the same as aussies, and they are both different than border collies. Good luck