I use the Tractor Supply Brand Cattle Panels (16ft Long x 50inch High) $21.99ea.
For the buck pens I put T-Post every 2 ft to help keep it rigid. I then stretch chain link over the panel to keep the bucks from putting their heads through and messing up their beards. The doe & wether pens I can put one at each end and one in the center. (They don't put their heads through like the bucks so I don't do the chain link except in the baby pen since babies are small enough to fit through the squares.)
Most of the other pygmy breeders I know also use this style of fencing. (I did do straight chain link for about 5 years but when I built my new barn I got the panels instead.