It gets done a fair bit down here,but theres a cutoff between ethnic groups. Italians,Greeks like them small 8-10 kg dressed. Middle Eastern,West Indians go a bit bigger up to 15-20 kg but the taste changes.
Ive roasted a side in woodfired oven,EVO,rosemary,garlic,lemon , grilled it over charcoal as a jerk goat,Jamacian deal, & made it as stew Calabrian style tomato,red wine,lots of herbs. My favourite.
It also gets made as a curry.
If I had to recommend a first try I think younger the better, use a side broken up with a cleaver but kept whole,lots of baste,be prepared for some parts,loin,ribs.to be done before shoulder & leg.
Ive never smoked one in the MES.Check in with Rivet ,he knows goat.