Pretty much all of those animals listed above are social herd or pack animals. They are all Ruminants, Equines , or camelids.
So you may want to look into some of the charachteristics those have, ruminants in particular tend to be the most popular.
http://panoptesv.com/RPGs/2d10/Critters/Mammals/Ruminants/Ruminants.html
Ive heard that milking Camels is difficult because you can do it for all of 90 seconds.
http://www.discovery.com/tv-shows/dirty-jobs/videos/milking-camels.htm
Sheep milk nutritional analysis here :http://nutritiondata.self.com/facts/dairy-and-egg-products/97/2
Sheep and goats have naturally homogenized milk, apparently so is Buffalo milk
http://www.fairburnwaterbuffalo.com/?what-is-a-water-buffalo,23
Im starting to suspect naturally homogenized milk is the default so cows are really special.
Horses and Donkeys haven't been bred for milk for a very very long time, longer I think than the others so they would likely require the most work for the least return (milkwise)