We have them in an 8x10 shed with a 20x20 area fenced by chain link. We also added a top to the outdoor pen to keep bobcats from getting in and I dug in enough area on the outside and inside and put flat concrete blocks so it is hard for the coyotes to dig in. Been working perfectly. During the day when I am around to pay attention to them they are out running around. They stay close to the house (that is good and bad as you can imagine what my front porch looks like!) and are able to explore places that rarely have creatures out during the day that hurt them and close enough I would hear or the dogs would if there was a problem. I guess I would say to look around the Internet, there is lots of info there. The neighbor just got 7 of them and put them all in a pen the size of mine and they never get out. I am not crazy about that myself. Mine go on walks around the farm with me where I let my inner Sound of Music out and sing the goatherd song. 
Mine find entertainment by all of those things and I have a rock wall they enjoy jumping on and off of. Area would depend on if you have little breeds or big breeds. Again, on the Internet there are so many ideas for keeping them happy. The love to climb and jump. Mine have a children's playhouse in their pen that they like to hide in.
I think they need more than a lot of them ever get, it depends if you are using does for milk or not. There are not a lot of people with neutered males around here, the boys get slaughtered as soon as they are big enough unless they are good breeding stock. I got, and always will get the boys as babies and save as many as I can.
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