Hello Crohnie
I am also lactose intolerant and have been since I was born.
I am fortunate to be southern European, as all of the food my mother made me growing up, was lactose free. She tried, in vain, to force-feed me hot milk (gross!!), flavoured it with chocoloate to make it more palatable for me, but gave up after I complained so much and let me have chammomile or mint tea instead

She didnt know I had this problem and thought I was just being a fussy child... lol
Whenever my mother makes cakes, instead of using butter, she uses 1/2 as much olive oil (ie if the recipe calls for 250g butter, she uses 125ml olive oil, and adds some more if needed). To ensure there isnt an olive oil taste, use extra light olive oil, as this has no real olivey taste, but still works well.
The side benefit to using olive oil is that cakes are usually fluffier and more moist and taste better. Even people who are not lactose intolerant have commented how nice the non-butter cakes taste and are amazed that they contain oil!
Do you know that margarine isnt so good for you? And sometimes contains trans-fatty acids as well as some dairy?? Banana bread works sooo well with oil. Poppy seed bread too. Yumm! Try it and tell me if you liked it.
Instead of milk, try rice milk - it is made from rice (either white or brown) and tastes really nice, especially the vanilla variety.
I find that I can have really low (or no) fat yoghurt and no fat milk, especially if they are organic, as they have a totally different taste to conventional. Not sure if you can...
There is always soy milk, but some people have an allergic reaction to it (me sometimes too). Do some research on the net. There is so much information available.
Ciao
Jaklina