Well yes, you should get them....did you really think anyone on here would say different?
Seriously though, you do need to get at least two goats. One goat gets very lonely. My pygmies are very picky eaters so think about what you want goats for when deciding on a breed. If you just want great pets then pygmy goats are great for that. We got ours young (2 months and 3 months) so they are very lovable and friendly. Goats also don't like to get wet so they do need good shelter from the rain and also from cold winters. It gets cold here but we don't lock ours up. They do have a shelter to go in though. Also, my (and other peoples) goats don't like cold water so in the winter we provide warm water to them twice a day.
So, like most farm animals, there is work to go along with having goats.
They are so worth it. I love mine so much and really think that they are my favorite pet. Don't tell the chickens I said that. hehe.