Re Hay nets, we've had a few eartags ripped out via haynets although never any sheep stuck. We bought an 8ft wheeled rack with a cover - it was expensive but I reckon it's saved a lot of hay. As Fleecewife says they do waste some and even if you pick it up and put it back in the rack, they won't eat it.
A friend of mine had a problem with her sheeps' eyes - as they pulled hay from a bag above their heads, the seeds fell into their eyes and caused terrible conjunctivitis, so just be aware of that.
Re haylage. It will go "off" if it's opened and not used quickly enough as will silage. That's why we use hay - we don't have the numbers for haylage or silage.
Like jaykay, we don't tup ours until they are 18 months old. Because we have small numbers, it's not practical to have too many groups, so we weaned the ewe lambs 10 days ago and yesterday we put them back in with the ewes and gimmers. Mums and daughters just ignored each other. All the females will stay together until just before the tup goes in, when the ewe lambs will be moved away. Once Leo's finished, the ewe lambs will go back in and all the females will run together "forever".
It's not the way a sheepkeeper with lots of sheep would do it, but it seems to work for us. Actually, it's quite interesting to see the family groups. Juno has a 2010 gimmer, Nellie, and two 2011 ewe lambs (Pixie and Poppy) and you often find the four of them grazing together. When this year's lambs were small, Nellie was often with them - big sister babysitting.