In most trick-taking card games when you have a strong hand (as the bidder should in sheepshead) it's good to lead with high cards to retain control. However, in sheepshead players tend to hold on to the point-cards until they know who the partner is -- and they definitely won't drop points on tricks the bidder is clearly taking -- so I usually try to deliberately lose control, without making it too easy.
I don't want to play below the 10 of diamonds, because then the Ace or 10 of diamonds will often be played and I won't get them. Similarly, I don't like leading low non-trump. I suppose if I had an Ace as my only card in a suit I might lead it, or if I've put an Ace or 10 down in a suit I might lead a lower card in it, but generally I lean toward jacks -- as low of jacks as possible. I hope this will flush out some trump yet discourage anyone else from taking points. What do you think is a good first lead?