If, in the back of your mind, you are thinking about milking then go with the Nigerian. Just try to get them from someone that breeds them for milking. So you will have decent size teats and enough milk to make it worth your while.
Baby Nigerians are every bit as cute as the pygmies. Actually all baby goats are cute, and comical.
With the price of milk going up you can't go wrong in getting a Nubian or other milk goat. Milking isn't all that complicated and what you save in money, from not having to buy store milk, should offset the difference in the amount of feed a dairy goat eats vs a small goat.
Goat milk comes in handy around a farm, there always seems to be some baby animal that can use it. I raised a litter of bunnies on goat milk. And they all lived and are doing well.