Milk is good. I am not quite sure how to summarize some of the previous comments but here are some thoughts:
Yes, most (look up lactose persistence) humans are lactose intolerant. The degree to which we lack the enzymes to break down lactose differs in various geographic regions of the world. Side effects? Most will only experience very minor side effects such as bloating and gas.
Can't absorb the calcium from milk? False! All one needs to absorb calcium is Vitamin D. Fortunately all milk (at least in the United States) is fortified with Vitamin D AND you can synthesize daily recommended amounts within 5 minutes of your skin being exposed to the sun.
As for the fat, of course Skim milk is the better choice.
Best advice to you: EVERYTHING, whether its the bost food or worst, should be consumed in moderation. If you were (as an extreme example) to drink a gallon of skim milk a day you would most likely be getting too much salt and protein (too much protein or too much in one sitting doesn't make your kidneys happy)
Lastly: It's delicious, so drink on!