penninehilbilly, I love toggs almost as much as I love Saanens. I had a part share in one for a while but she was an expert at getting out and I was told that was typical of the breed. They certainly have character, but what goat doesn't.
I also owned a Saanen x BA (born here) whose first thought, when he'd struggled out of the shed, was clearly 'How do I get out of here?' He then spent the next few months investigating the tiniest gaps in the hopes of effecting and escape.
Goatnovice, have you considered getting cross-breeds? If they are a mix of dairy goats, they should be good for milk. One things for certain, whatever you decide to get, you will love them and be hooked before you know it.