Well, like any intelligent animal, it depends on the socialization they get. They are very sensitive/empathic, so if you can overcome their natural fear (they are prey animals and for whatever reason not so bombastic as a goat, why ARE goats so confident?!) they can be incredibly friendly and companionable.
We love our little Nigerian Dwarf goats for many reasons, but the one that instigated our acquisition in the first place is the incredibly high butterfat content in their milk (10%) which makes them superb for cheese.
The alpaca is good for fiber, and we have a vet that comes around to help us shear him and the llamas, but those three are mainly just companions (and the llamas are guard animals to protect the goats).