Oh, I'd love to have sheep and goats!!
I researched a bit already, for where I live, your best bet is probably to go to a forum where goat keepers hang out (sorry don't know one in English language) and ask the breeders/farmers, ideally some that live near your area..
So far I've learnt yup, goats can wreak havoc of your trees and garden, they can injure one another (there are ways to prevent/minimize this), and different sorts are better in milk or meat production and some have better manners too!
It depends what kind of land you have - so far I read sheep may prefer grass and goats may prefer shrubbery.
Here in Slovenia even sheep wool is not highly priced currently, some farmers even bury or burn it due to low prices.. Sheep and goats are mostly kept to 'clean' steep terraine and such.. Some for milk or meat.. Haven't heard of goats being kept for fibre yet except online (briefly) and that's depending on the sort.
Costs - yup, fencing, worming, maybe vitamins/minerals.. Food - depends on how much land you have and how much can be homegrown.
Then again, also depends on what you had in mind - how many goats you'd have, would you do some brand awareness marketing, etc.? Would you sell these as luxury objects to trend-aware people who can afford it?