hair shep are not the best for milk. Icelandics are a tri purpose sheep-- bing good for milk, meat, and wool. Most of the other edairy breed sheep (east friesian, british milk sheep) are wool bearing. Mine were. People like hair sheep simply b/c they dont have to shave them. but if you want the wool , don't even consider them.
What kind of wool do you want? Some wool is easier to spin, some is softer to wear, some is better for outer wear, etc. I am a spinner and a weaver and have raised sheep (Shetlands) and dairy goats (Alpines). If you can afford to have both get 1 or 2 ewes with the type of wool you want and 1 or two dairy goats. They can be house together. If you have ram and buck service near you you won't need to get males, the girls can just visit the boys every so often. You can sell trade or keep the lambs and kids. In fact if you just want the wool you can usually find wethers of the breed you want and you don't have to bother with lambing at all ! Of course you have to have kids to get the does in milk. Right now I'm lucky, our spinning and weaving guild has several people who have excellent wool from several different breeds and sell their excess.