Just a little higher than your lamb could naturally walk over. If you are going to use jumps in your lambs' pen, place them in high traffic areas, such as between their water source and feeding area. Don't get your lamb overheated. This applies to during walks as well as in their pen area. Pen areas should have a good source of free moving air.
Fans are a terrific investment during summer months.
When feeding your lamb, place feed in an area where the lamb has to stretch to eat. Many people build feeders that allow the lamb to place their front feet on a step to reach the feeding tub, helping to build more muscles in the rear legs. Make sure to buy from a reputable person, ask what they have been feeding, shots and worming. Do research before you jump out and buy. You should be working on selection of a lamb with the proper genectics.