As far as milk goes you need to get the right goats. Pygmies are not a milk breed they are mostly used for petting zoos etc.
Nigerian dwarfs are a milk breed but not all are being bred for milk production so not all produce the same amount. We have some decent milkers but we dont milk them anymore because they are small and big hands have trouble milking them. A lot of people perfer nigerians milk over other breeds. If I was going to do it all over again and have them for milk I would switch to mini nubians. And find ones that were from milking line nubians and milking line nigerians.
As for pets imo no they arent the best pets. My kids would say otherwise but theyre not the ones keeping up with them and their destruction.
Nigerians are hard to contain. They will jump fences, go under fences and through fences. If you use field fence with six inch squares and they have horns they will get their heads stuck in the fence. Remove them and they will walk two feet over and do the same thing. If fence is brokethen there is a 6" by 12" hole they can walk right through it. All of ours will easily hop a 42" tall fence and one hops our 48" fence.
They will find any weakness in fencing and take advantage of it. I always say to test fencing throw a bucket full of water against it. If any water gets through then so will a nigerian goat.
They are destructive. They like to climb on things especially when young. They are hell on cars paint jobs. They eat everything but mostly what they shouldnt. Its not like tv where they eat tin cans etc. But they will first eat every flower or shrub that you hope tney wont. They are rough on trees. Nothing will have leaves that are in reach. Ours kill all small trees. They eat the leaves then the bark and then keep going until the tree dies. Ours has completely killed a couple huge trees here from eating the bark. They will eat anything paper or cardboard, kids toys and even lawn mower seats.
Ours are really friendly and playful but yes they are pushy and demanding when it comes to food whether its theirs, the other animals or even yours.
I love my goats and they are fun especially this time of year with all the kids running around. As pets though im honest to say they can be a pain in the butt and i dont find them to be as easy keepers as other pets.
Dont let me stop you from getting some but research and know what your getting into. Also know what you want from them and chose accordingly. A cheap goat is seldom a great goat.