Benefits: Tastes better, creamier, fresher than scalded. Pasteurized milk has a sort of cooked taste.
Risks: Depends on exactly how clean the dairy is. It has to be pretty clean to keep the milk from spoiling quickly or getting infected with Salmonella, Listeria, etc. Hands, containers, udders, milking equipment all should be scrubbed with HOT water, sprayed with disinfectant and rinsed again with boiled-and-cooled water. Milking parlor needs frequent scrub-downs. And then disinfectants have to be rotated: chlorine (bleach) one month, quaternary (e.g. Lysol) the next month, peroxide the month after that...A real pain in the neck. You don't want to find out the hard way that you've got contamination, we lost a local dairy farm because of a single Listeria contamination, some old people got sick and one died. They couldn't afford to stay in business after a month-long shutdown, so that was the end of 'em.
Having a large dairy would certainly be more difficult to keep clean and take quite a bit of time. I spend 1/2 hour morning and evening setting up, milking, cooling and cleaning up... not a big deal for me at all. But, I'm only milking two goats right now also.
Colorado has a raw milk association that helps people learn the proper ways to clean, etc. They also help people send in their milk to get it analyzed to see if you have contaminants, bacteria, etc. in your milk.
Generally you can pasteurize your own milk by heating it up briefly. That takes care of any bacteria for the most part. Doesn't really change the taste of it though.
Goats milk is actually much easier for human beings to digest. To me it tastes similar to whole cow's milk, but some people hate the taste.
My recommendation is for you to try some before actually getting a milking goat. Some people are surprised by how much they like the milk, but there's no use going through all the work of getting a milk goat just to find out you hate the taste!
I wanted to add that I can't stand store bought goats milk. It's horrendous!!
Find a goat farm (or several) that milks and try some fresh from them. Also, what you feed your goat can change the milk taste from milking to milking. This is especially true if your goats are on pasture; any weeds they eat can change the taste of their milk.
Even different goat breeds can have different tasting milk. Nubians and Nigerian Dwarfs have a higher milk fat than other breeds, so their milk tastes more like whole milk to many people.
I made a batch of mozzarella a while ago using raw goat's milk for the first time, and it was AMAZING. Most beautiful cheese ever, and SO easy. Curds formed well, and lifted out of the clear whey on a slotted spoon, stretched into cheese instantly. Gorgeous.