I'd get Nigerians if I was you. I have one with a pygmy goat, both as pets. Here's a list of reasons why I would:
1. I'm not sure how they are for milk, since we dried ours (we wouldn't be able to milk her whenever we needed to), but my cousin (her old owner) said that they are a great milk breed. I've done some research on it, and I agree that they'd be great "milking pets."
2. I do like how they think that they're the biggest things on earth, but aren't that big.
3. They are small, meaning they don't take up too much space. We actually free-range our goats, which works great! They know where the treats and petting comes from, so they stay there.
4. They can be warmed up to any animal and will get along fine with them. Our Nigerian Dwarf is so used to horses, she just goes and lies down under the most dangerous one and uses him/her as a shed, and the horse just hangs out there with a little goat underneath.
5. They are great for walking, if you'd want that. Since we don't have a stand to trim their hooves on, we walk ours in our neighborhood, which is super close to our barn, where the goats live. The pavement wears down the excess length on their hooves, and they love seeing the neighborhood. All the kids love coming out to pet them. All we do is clip a lead to their collars and walk around, no need to halter train them. The Nigerian does pull, and I don't know if they all tend to do that, but I will try to fit her for a harness.
6. Their cheeks have the softest fur you will ever feel. Well, second softest if you intend on petting a chinchilla's forehead.
7. They don't eat a lot, from my experience. mine, believe it or not, is a picky eater.They've had the same flake of hay for 3-4 days now, I forget. And it's gonna be there for awhile!
8. They don't need a very tall or strong fence. Just get hogwire on some wooden fence posts, just around 5 feet tall. You'd probably be safe with 4.