Height wise they are about the same. Pygmies are a meat breed and more stocky, they come in a handful of different colors. Nigerians are a dairy breed, so more refined looking and come in all colors. Both are nice enough, I've had a few excape artists of different breeds, I use to think of pygmies as the excapies, but I don't know that they are any more prone to it. I don't currently own any pygmies, and lately it's the big goats that have been pains! I would reseach both and see which breed suits you more. And I would focus more on the health and temperment of the goats, then their size.