My first thought is to say - something as strong as possible!! Goats can be destructive, they climb, gnaw, butt, and will put anything in their house to the test.
I prefer if possible to keep most of my goats free range - field shelter type of thing, so they have shelter from bad weather. Others have a similar sort of thing but like a large pig ark with a door, and I have just added to these as I find them so good - mobile so you can move them to another part of the field if you need to.
My husband is not at all keen on the goats for the simple reason I am forever asking him to repair something .....either in the house, or the fence. We have had to line the pygmy billy goats shelter with tin sheets, but he is always trying to remove them from the wall.i
I have kept goats for many years, and tried many different sheds, and shelters. We do tend to make our own, then we can use the strongest material possible.