Congratulations on the purchase of your first sheep
Sounds like you are busy with preparations..
re electric fencing - we use polyposts and 4 strands of 'wire' , where its more permanent we also use fence posts with nylon insulators to take the lines, I think maybe you are less likely to get problems of animals getting caught than with electric netting as they are more able to slip right through the fencing while they are learning rather than get tangled in electric netting. This year the field we have our ewes and lambs in has this electric fencing on 3 sides with a thick hedge growing through the standard sheep wire fencing on the 4th side, this is working well, last year they were in a field with sheep wire fencing only and some of them managed to get their heads caught in the fencing, so I don't necessarily think electric fencing is a bad thing.
re the shelter, if you are using it for early lambing ( you will need to lamb Jan/Feb time if you want to show your lambs!) then you need to think about night time checks etc when you decide where to locate it, also if you want water and electricity in it for lambing again this may affect where you choose locate it - obviously you can manage with carrying water and using torches/lanterns etc, but just a thought.
I think even if you are lambing later you do need the shelter, we lambed in April this time half the ewes outside, using a couple of old livestock trailers in the field to provide temporary mothering pens at night, but the weather became so bad we ended up bringing the remaining ewes into the barns at night until they finished lambing. The trailers, although not pretty, have proved really useful as they can be moved to where you want them, they are very easy to properly clean out and disinfect and once the lambs are all born they can be adapted to use as creep feeders/shelters for the lambs - who as an added bonus are then very unstressed about going in trailers in the future
Good luck with getting ready and the arrival of your new sheep!