Sheep isn't the only way to get wool, though. Since wool can be crafted using strings, if you find an abandoned mine with a cavespider spawner, then you're right on... (can turn it into an XP grinder... you'll get XP, and string!) also if your Excav is at least 250, you can get string drops from clay (plus brick sells for around 400 a stack so clay mining might be worth it). And lastly, string is available on the shop for 2Nz, so getting one wool would be worth... 8Nz.