We have just delved into the world of milking, so I don't have a ton of advice. I'm getting ready to order the "Goats Produce Too" book from Hoegger supply co. I have a friend who has promised some cheese recipes, though, so when she does I'll pass them on to you.
With fencing, I'm convinced that it's better to pay more for quality. We bought a roll of 5 foot farm fencing for around $50. The Nubians can jump right over it when they want to (luckily they don't want to very often, but still). Six feet tall would do it but you need a stronger fence then the cheap farm fence, since they'll stand on it and it bends over pretty easily. A friend of ours uses cattle panels, which are $25 a piece around here (I *think* they're around 16 feet maybe); expensive, but it keeps her goats in.
Goats are tough because they will climb and can jump high. They can squeeze through incredibly small openings given their body size.