We use hurdles in preference to a static handling system, as you can move the hurdles around and set them up where you want. The number of hurdles you need depends on how many sheep you have. Also they are more likely to go into a larger space, especially if it looks as if they might be able to get out at the other end - you then remove a hurdle to make it smaller. The minimum you will need is 4. We use 6' hurdles and they are not too heavy, depending on the manufacturer. We have since added a little gate to put them out one by one when dealt with, but it isn't perfect.
We usually make a big pen with about 8 hurdles, and use a length of electric mesh, not energised, arranged like a funnel, to direct them into the pen. It can be a disaster with sheep which are not used to this method of rounding up as they can get tangled if things go wrong, but they soon get used to it and do as they are expected to.
For a long side, arrange the hurdles in a wavy line for added strength. Tie all corners together with rope, as a shoving mass of sheep can easily tip the whole thing over - in fact tying one side to a fence helps.
Just how to set up your pen is something you have to work out for yourself, after some experimentation, as your sheep, land and abilities, plus maybe a dog, will be different. I want to take a photo of our system but it's always too fraught when we are rounding up to be waving a camera around