OH we had pygmys the whole time I was growing up. I love them. They are so awesome. I actually delivered two babies and saved the mothers life when I was 9 years old, by myself. Those babies followed me everywhere from morning until night (when they were in the barn).
We also had alpines, nubians, nubian x pygmys.

They are very sweet. I am sure they would be a blast for you. If you have an questions let me know. What I can't answer my mom will be able to. Also, if you like those, you should look into fainting goats.