I prefer to feed hay to my goats, and haylage to my sheep. The problem is that haylage, can cause listeriosis, if not made very well (bits of earth etc in it). Goats are quite susceptible to it and it is often fatal (see earlier threads from Roxy).
However I have fed horsehage when desperate (and short of hay), and they absolutely love it. From what this summer looks like, I think that will be the only solution this winter anyway....