M.,
In my opinion, I would be very careful with dairy products. Many are allergic to dairy (if sounds like you've nursing.. so it's good that you haven't seen a reaction yet through him getting it from that), but he could still have a reaction to milk through drinking it. Cow's milk is very hard to digest. The longer you wait to introduce highly allergenic foood, the better (dairy and wheat are HIGHLY allergenic to many.. and the reactions might be minor).
I waited till after a year to give my son any dairy products... there's no reason I felt to introduce it early. The first year should be mainly formula or breastmilk anyway.. they'll have a lifetime to eat! : )
I started with cheese and found that was fine, then yogurt. I still don't give him straight milk at 17 months. I highly recommend getting dairy without hormones and additives too.. if you're by a Trader Joe's you can get it there for a cheaper than the store. After cutting out additives in my own diet a couple years ago, I can feel the difference when I have them now so I don't want my son to have them on a regular basis either.