It depends on what you want your goats for, Milk? Meat? Pet?
If you want milk and want a small breed, I would suggest Nigerian Dwarfs. They will give you 2 quarts (half a gallon) of milk a day and are pretty small (only about 22 inches at the withers). They only require 10 square feet of inside space per goat. They don't eat as much as a full size goat and are about 1/3 the size.
If you want a dual purpose goat (one for both meat and milk) then you could go with a Kinder goat. They are a cross of a nubian doe and a pygmy buck resulting in a goat that is slightly bigger then a nigerian dwarf and give you about 2-3 quarts of milk as well as plenty of meat.
If you want strictly a pet and are not looking for meat or milk, then pretty much any breed will do. I have been told that whethers (castrated males) make the best pets.