Ancient, I know, but I thought I should mention to @downtide that a lot of the folks around here swear by the merits of raw milk. Not just for its flavor and nutrition but for its exceptional digestibility. The science of enzymes and such is a little foggy to me, but from personal experience I find that raw milk sits a lot better in my stomach than the pasteurized stuff.
One family that lives near us has milk cows and they use dairy (homemade cheese, yogurt, butter) as their primary source of fat (and they all eat a lot of it) and each one is about as fit and iron stomached as they come. Circumstantial evidence, I know, but worth mentioning.