Have had goats milk and sheep's milk and water buffalo milk. For me they all had sharper tastes, the water buffalo was very rich. I eat mostly vegan and have dairy allergies also so while I actually prefer goat's milk products to cow's milk, I rarely do any milk at all. Goat's milk does tend to be recommended for lactose intolerance because the protein quality is different. Last time I actually had dairy I broke out in hives, why I do lots of other products instead, like the soy, almond, hemp and coconut milk. Try to avoid ONLY soy and highly refined soy.
Goat's and sheep's milk tends to be from naturally-raised and pastured animals, often organic but not certified, by default, simply because the operations are so much smaller.