I've had smoked goat leg. It's actually really good. Kinda tastes like a cross between lamb and dark meat turkey. Takes smoke really well and is quite tender. I didn't cook it, had it several times in a restaurant, so can't really advise on how to prep it, but I'm thinking a brine wouldn't hurt as it's really lean. The place I had it was a Tex-mex place, so the rub was heavy on cumin and fairly spicy, and it went really well with the meat.
I say go for it. If the curse of the Billy Goat has, in fact, been lifted, I think it's time to eat the little bastard!!