I am not lactose intolerant. I can even tolerate the fats in dairy despite not having a gall bladder. I eat full fat yogurt on a pretty regular basis, along with full fat sour cream. I just drank a quart of egg nog last week and boy, was it good!
Asians are the most lactose intolerant racial group, if I remember correctly. The next most intolerant are Africans and then Native Americans. Caucasians (which, interestingly enough, includes the people of India and the Middle East--not just "white" people) are the least lactose intolerant. The theory as to why this is the case is that you need sunlight to make Vitamin D. As people drifted further north, they got less and less sunlight, so their skin became increasingly white in order to absorb more sunlight (also, how likely are you to get sunburned in Norway?). They also think that people started drinking milk at this point in order to further gain Vitamin D from it and built up a tolerance to it.
If you find that you are intolerant to cow's milk, you may find that you can digest goat's milk better. It also has lactose in it, but at much lower rates, so some people can tolerate it okay. I assume if you were really hard up for some ice cream you could make some homemade ice cream using goat's milk. And goat's milk cheese is something of a delicacy. The milk in the refrigerated section is more like cow's milk (meaning you can drink it straight from the container), while the stuff in a can on a shelf is more like Pet's milk, meaning condensed and super sweet. The other alternative--if you could possibly find it--is mare's milk. The people of Mongolia have a long history of drinking mare's milk. I assume since they are, as Asians, largely intolerant to cow's milk, mare's milk has much less lactose (if any at all).