Have you done much hunting with muzzleloaders? I'm not sure I'd choose a dall sheep hunt as my very first time out with a muzzleloader.
Bottom line is that muzzleloaders are fundamentally shorter range rifles. 100-150 yards, preferably less. The stories about people taking game at 300 yards with modern inline muzzleloaders go right into the same category as those who talk about taking game at 600 or 700 yards with the latest super-duper-magical-magnum. Yes, it's possible to make shots like that. No, the average hunter has absolutely no business even trying.
From your questions I'm guessing that you haven't done much (or any) muzzleloader hunting, and maybe don't even own a muzzleloader yet. If that's the case, the first thing you need to do is check the regulations where you're going to hunt. Every jurisdiction has different rules and there are a lot of muzzleloaders and gear out there that are illegal to use for hunting in a lot of places.
Here in Colorado, for instance, you cannot use a scope, pelletized powder, smokeless powder, or sabots during the muzzleloader season. Despite these laws, every gunstore sells all of the above, and my own experience indicates that about 3/4ths of the gunstore salesmen do not know that what they are selling is illegal for hunting.
Beyond that, I would say that a .50 caliber should be plenty for dall sheep, and then it's a matter of personal choice whether you want a rifle made for shooting conical bullets or round balls. Round balls are generally a bit more accurate, but loose energy quicker and are more effort to load (mainly due to the need for patching). Conicals maintain energy and shoot well in rifles made for them, but you'll get more recoil and they are usually not quite as accurate as round balls (though they can be perfectly accurate enough for hunting purposes).
The quandary of all hunters is how do I give myself the best chance to take home a trophy animal after shelling out hundreds of dollars for that coveted tag in another state. I face this issue this year with an Antelope tag in Colorado. Now I know that Antelope should be the easiest tag to fill in NorthWest Colorado. They are everywhere, but how do we give ourselves the best chance to take home that one animal that eludes everyone else. My advice, first and foremost, is don't shoot your...