I'd agree that the temperament varies within any breed - I've known extremely flighty Shetlands as well as very tame ones, and my first Castlemilks never became very tame but the later ones arrived totally soppy, having been born in a Children's Farm Park. (Pic attached.)
Once you have some tame sheep, it's easier to get others to join in (second pic - the Manxes, who were not from the same origin, didn't want to be missing out on the treats the Castlemilks were getting!), but some will remain naturally more wary than others.
A lot of the natives will jump fences and walls if they want to be somewhere else, which can include when you are wanting to get close with them for treatments etc. So far, I've found Castlemilks less likely to scale walls than Shetlands or Manxes - but that's on a very small sample of each breed.
One thing that may be a factor with children in the equation is that most Shetland ewes are polled (not horned) whereas many (if not all) Hebs, all Manxes and all Castlemilks are horned in both sexes.
If you are looking at other breeds, be aware that, as Womble highlights with respect to the Zwartbles, some very docile breeds can nonetheless be quite dangerous especially to small persons. Blue-faced Leicesters, and many crosses thereof, are really quite affectionate sheep, but they love their food and will dump you to get at what's in your bucket. They'll do it with no aggression whatsoever, but you're still dumped!