Noticed my lactose intolerance developing over the last 2-3 years... From what I understand cheese and yogurts don't have the right kind of lactose in them, and my experience eating them agrees with that, never had a problem.
Milk/Ice Cream however are big no-nos... I don't even want to think of two Christmas's ago when I drank 6 rum + eggnogs, scary shit.
I buy "natural" flavored soy milk and frozen yogurt for ice cream, don't have any problems
LactAid is good shit too.