We kept goats for a few years - a Saanen and two Toggenburgs. The Saanen produced an amazing amount of milk. We bred from her two or three times - sold the females & ate the males (!). The kids were tremendous fun to have around. You're right - they're amazing creatures and great fun to keep even as pets.Must say, I like goats.
Each one has a very individual personality !..... Can be really funny.
If you keep a goat with your sheep herd they will protect the flock from dogs, honestly.... they will stand up to the dog to the point of endangering their own life.... brave little animals.