I know Shaun's character has changed slightly, but I personally don't think its too bad. Its what makes children enjoy it because, afterall, aardman is a busness that needs to make money. That show is for children so Shaun's character has been suited to what Aardman think children like. Another reason why they changed his personality was so Shaun seems like more of a hero. Aardman want children to think Shaun like the leader of the pack and a hero, if Shaun stayed a greedy little sheep that is quite quiet, the storylines wouldn't be as easy to think up and probably wouldn't be as good. His character has also changed because he's in a pack of sheep and guiding them. When he was in Wallace and Gromit, Wallace and Gromit didn't need to be bossed about by him because they don't look up to him like the pack do.
Overall, I think his personality has changed for the good.