Shetlands are very easy to keep in my experience with them. They are very friendly and easy to handle and work with. Even my ram is gentle and easy.
They produce an abundance of wool, but because they are so small it is easy to shear them yourself. I do this with a pair of good scissors, not cheapy scissors, but the fairly pricey ones. I paid 8.99 for a pair of titanium scissors that I have used to shear my 3 sheep 2 times already with no obvious signs of wear. I just lay them across my lap to shear them and they do just fine.
Remember that the males have horns, so keep this in mind when you decide what to buy. Just keep a good eye on the curl to be sure the horn will not cause any problems by rubbing the head or anything like that. Check the horns on the rams where you buy them from to be sure he has good horns.
They are small sheep, so they don't need a ton of space, about a half acre for 2 sheep is all they need, but bigger pasture is always better. They are pretty woolly most of the time and do well in wet weather. Cold doesn't effect them much either. They do need some sort of shelter, though just a courtesy to them.
Because they are small, they don't need a lot of feed. Only about a half a flake of hay daily and a 1/4 pound of grain during the winter and lambing season. Feed either good quality grass hay or some grassy alfalfa. They don't really need the straight alfalfa, especially if they are getting grain.
We ahve had Shetlands for 2 yrs. They are very interesting, easy to handle, calm, tamable, and colorful (which leads to easy identification). They are also hardy, but definitely need lots of ground if you are pasturing them (in our experience).
We just got three Shetland ewes this fall. They should be lambing at the end of March. So far, they are great sheep. They are actually my son's. He loves them and they are good with him.