Sheepshead are commonly found in the surf and at times, you can catch them in bunches from the surf. Sheepshead move along the surf in search of an easy meal. Most of the time, sheepshead are looking for fiddler crabs. Whether you catch your own fiddler crabs or buy them from the local bait shop, they are the best bait to use for sheepshead, especially when fishing in the surf. The incoming tide is usually the best time to fish for sheepshead in the surf.