We have our goats in the middle of a city so our setup is unusual. Our goats have a shelter on one side of our house where they are locked in at night with a gate. During the day, they have the run of the backyard.
My Nigis share the chicken run - we put in some 'toys' for them although they free range with the chickens everyday so they are only in there at night for protection:
Here's their very ugly and cheap but extremely functional goat house:
There's actually an igloo dog house under all that straw at the backend. The two sides are just two old shed doors with a piece of old plywood screwed over the tops.
My large size dairy goats are in an inside/outside barn stall with an added fenced area until we get the 'real' goat fencing up .. hopefully sooner than later.