We have kept a few Soay in with our other breeds for the past 13 years. They have a bad reputation for escaping but ours never have. They have a bad reputation for being impossible to tame, but ours are so friendly they unzip our pockets looking for treats. They do always lead the 'breakaway' during a round-up, but if we get the sheep psychology right then that doesn't happen. They have a reputation for being unworkable with a dog as they scatter rather than flock - we found if you send the dog out then call it back, the Soay will follow it in
Doesn't always work but it does sometimes and is good for a laugh.
Being small and hardy they do well on rough grazing with a bit of browsing, but we do give ours a bit of concentrate coming up to lambing - nothing like as much as commercial breeds, just a handful really.
They tend to have trouble-free lambings, but we did have one with a problem and they are so tiny you need a shepherdess with tiny hands to go in (mine are not that tiny and the ewe and I were both bruised, but the lamb was fine).
They shed their fleece but you can roo or shear them if you prefer. The fleece is lovely and soft for spinning, but needs the guard hairs removed if you have shorn - if you roo the guard hairs stay on the animal and fall out later.
They taste delicious. The gigot isn't as small as you might expect, easily feeding 4, and the meat is close-grained and fat free. They need to go for slaughter at 16 or even 28 months, so males will need to be castrated. It is often impossible to use a ring within the recommended 7 days as their bits are so tiny and just slip out of the ring, which to me is a welfare problem. I think that the Soay shepherd is justified in leaving ring castration until the lamb is 3 weeks old. Check with your local abattoir that they can accommodate the smaller size of the Soay.
Tups/rams are aggressive little b****s and will pick a fight with other tups twice their size, but that is their natural behaviour. On St Kilda they live a bit like deer, with an annual rut and the males fighting for the right to mate; they bring that tendency with them. We try to have a head-bashing post in every field, and definitely never leave a vehicle where a Soay (male or female) can get to it - beating up your reflection is great fun
Overall, they are wonderful, characterful and beautiful little sheep, but live by slightly different rules to the big commercials. If you are prepared to go with that then they are an amazing breed to keep.
Modified after seeing ITH's reply. They can get fly strike like any other sheep, and are a bit prone to dung balls on the tiny tail, so need to be watched or treated with Crovect.