Its not like sheep can build up an resistanceto any of these diseases, either.
If its something a genetic resistance can exist for (worms, feet etc) then I tend to treat/cull on a case by case basis (ie - I wouldn't footfax my whole flock).
If you have any of the diseases covered by heptavac, then the likelyhood is, on your morning rounds you'll simply find a few deads (5-10% is typical, I believe), then a few more the next day and so on.
In the warm, dry south we tend not to see these diseases in summer, so I take the risk and vaccinate anything I am keeping - anything that sees autumn gets vaccinated, essentially.
As for worming, whatever the species, its easy to do a FEC - my vet does them for nothing, why not just do that? I rarely worm, but then, I rarely have worms. I could have wasted hundreds in routine worming by now if I did that.