Mad Sheep in Konschtat Highlands have about a 50/50 chance of dropping one skin. Broo in Beadueax can drop up to three sheepskin per kill. Konschtat is good because almost everything in the zone drops good loot, but if all you care about is getting a lot of sheepskin, Beadeaux as Ramuh.Brahmdut said is the much better option.
Also if your farming for your own materials for clothcraft, the thunder eles are out there too, keeping you supplied with lightning crystals. However, you have to still bring your own wind crystals.
or Konschtat Highlands? quick kills decent drop rate,chance at Stray Mary, and theres so many your never going more than 10 seconds without seeing your next kill. Much better than Beadeaux