If you don't want to milk then I would suggest getting either a Nigerian Dwarf or Pygmy to start with. They are small and absolutely adorable. I'd suggest getting two wethers as you won't have to deal with does coming into heat and it's often harder for people to find good homes for their wethers.
Goats usually hate to get wet and they need to be able to get warm and cozy in cold weather. I suggest a shed for them with a small, goat size door for them. I don't think a 3 sided shelter will suffice, especially in Canada. It's minus 5 here right now and this morning my two ND's came out just long enough to say "hi" and then went right back into their shelter. That's new for them as they are little piggies when I bring in their hay and they didn't even care about eating this morning.
Goats are very social and have to have the company of another goat to be their happiest and healthiest. So, absolutely get two.
Worming is controversial among goat owners. You need to find a good goat vet and discuss worming in your area. I would suggest the same for vaccinations. Do find a goat vet now, before you bring home goats as most vets don't do goats and you will want to have one lined up.
Yes, their hooves need to be regularily trimmed. It will be different for your goats than someone elses as far as how often. Depending on the ground they are on, if they have rocks to climb on, etc. they may need their feet trimmed every 3 months or every 6 months. It's very easy to do with a pair of good clippers - you'll be able to do it yourself. You could have your vet show you the first time (or anyone who knows how). These are the clippers I use and really like:
http://www.jefferspet.com/product/large-dog-nail-clipper-6517.cfm
Depending on if you have a doe or wether they will eat a good quality grass hay or alfalfa hay or mixed. You may add a feed mix or oats but not for all goats (wethers shouldn't really get much, if any, feed mix/oats).
Some horses do fine with goats and some will kill them. I keep my ND's away from my horses unless I'm out there as my 2000 lb. mare could hurt or kill them by just stepping on them accidentally.