We have an assortment of buildings. Some of the goats are in an old stone pig stye, others in field shelters, with gates we can pull across. Intact billy is in a field shelter which is lined with tin sheeting, because he is not the most gentlest of goats with his housing.
From experience, I would go for the strongest wood, and doors possible. For example, our half doors have big hinges, and big bolts top and bottom. Goats are known for standing on their back legs to look out, and push at doors or anything else they can, and chew wood too given the chance.
My hubby got strong wood from B & Q, some really tall fencing posts for the corners, and made our shelters himself, although I had one mader by a stable company, who make stables for shire horses, so I know its strong enough to cope with goats!!!