If you want a diary goat I would totally go with a Saanen, especially if you live in the Northern US. It's just a wonderfully calm and sturdy goat breed with a stellar milk production. I don't like Nubians for milk because their milk is not as sweet as other diary breeds, but of course everyone has different tastes. Here's a link about Saanen goats.
http://www.dairygoatjournal.com/goats/saanen/
http://www.dairygoatjournal.com/goats/saanen/