I have 3 sheep. A mom and two adolescent lambs.
They are easily spooked and a bit skittish but can be very affectionate and friendly if you spend time with them and they love love LOVE sweet grain and getting scratched! I haven't noticed mine eat too much grass. In fact I think they are picky with their grass!
They are part of a breeding program to recreate/preserve the rare Herdwick breed. They have herdwick blood but aren't pure.
I haven't had any experience with goats, but good luck with whatever you decide!
I think sheep by nature are just skittish and easily spooked... all mine were, the only exception would of been my main breeding ram, he took ALOT to get him riled up.
For the most part though, if you work closely with them, they can be pretty tame.. my last two always ran towards me and jumped up on me lol... my remainder still does...