I think I would like a pet goat, but seeing as I live in the middle of the city and... in a condo, it is probably not feasible. Of course, I could just tell people it was a dog and then get really irrational and angry with them when they tried to point out that that was not the case so they would leave it alone.
I imagine it would go something like this:
Me, happily walking along with pet goat.
Neighbor: You can't have a goat.
Me: It's not a goat, it's a dog.
Neighbor: It has horns...
Me: IT'S NOT A GOAT! IT CAN'T HELP IT HAS HORNS! YOU HAVE HORNS!!!!
Neighbor, retreats inside.
Goat and I high-five.