This weekend we bought a set of six portable "show" pens. They are custom made and allow us to pen up any of the sheep as needed, yet they are still in with other flock members. Of course the first use is to keep the rams from the ewes as they tend to be rammy when the ewes are in the middle to late stages of pregnancy.
Catching a ewe being "T-boned" with force is scary - so we felt the pens were a good deal all around. They can also be useful as lambing jugs for bonding of ewes and lambs and as holding pens for vet calls, foot trimming, etc.
In the summer we will lay cattle panels over the tops with sunscreen mesh to provide shade.