Mine love alfalfa but rarely get it, because they waste so much, they refuse to eat the stems. Their other favorite is meadow grass hay, it is really fine stemmed, has some clover in it, my horses love it too, way more than orchard grass.
My goats will eat pretty much any hay, but like alfalfa the best. The like orchard grass, alfalfa forage, and just plain grass hay, but alfalfa is their favorite. I guess they know it is so expensive and they think of it as gourmet hay!! hahah