Ive eaten goat.
Goats and sheep have similar fats, though certain sheep breeds typically fatten up on pasture much more than any other animals, and sheep fat in general has a much more pure and cleaner tasting fat, while goats tend to be a little gamy like Deer.
Generally speaking compared to waxy beef suet Goat fat is much softer and easier to digest.
I would also recommend trying to get older more mature animals, because pasture raised animals typically dont start to add large amounts of fat to their frame until they are fully mature, and they dont reach peak saturation of fat soluble vitamins and elements such as CLA until they reach about 3 years of age.
Some of the issues with beef fat is that much of it is butchered too young. Young grass fed beef tends to be much leaner, and have tougher waxier fat, while I have had some older beefs that have had a much softer and more buttery fat....But since its often so difficult to find the butter fat beef animals, I have settled on the more reliable and consistently delicious fatty mutton.