Last year I found a very reasonably priced Little People set for little Abe. It came with everything imaginable except for a shepherd. It lights up. It plays Away in a Manger. It's adorable, but no shepherd. Last year I was slightly bothered by there being no shepherd but we let Joseph double as both dad and shepherd depending on the scene. If the "shepherds" were visiting the baby then Joseph happened to be out doing something like fetching fresh water for Mary to drink.
This year I looked online and found a separate set that includes a little hill with a well in it, a shepherd and more sheep. It's adorable but also over $20. That's pretty close to what I paid for the entire nativity set. Little Abe saw the photo of it online while I was looking at it and said that I must get it so that he could try and dump the shepherd down the well. Either way, to see if the shepherd would fit down the well or to have a shepherd to visit the baby I wasn't going to spend upwards of $20 for a nativity set shepherd.
Last year for Christmas my dad gave little Abe a Little People zoo set. The zoo keeper, or safari guide (it could easily be either) is now a shepherd stand in. I think it's lovely that he came to the stable equipped with binoculars. I'm certain he was able to spot the place, under the star where the new baby was sleeping from much farther off then the actual shepherds did. I'm not entirely sure how to explain the lizard on his hat but shepherds spend a great deal of time out of doors so I'm sure he's friends with all kinds of nature and creatures galore.
How many nativity sets do you have? I'd never thought of having more then one but I'm certainly going to be keeping a look out for extra special ones after having read Frugally Challenged's posts this year.