We have a alpine type wether (we don't know what his exact breed is, but he's a "bigger" goat) in with our open mares. Poor Frodo gets chased, but they do seem to be okay with him. He gets enough hay, and he has goat buddies that live next door that he talks with through the fence. He does have horns, but he's never yet offered to head butt one of our girls. He's very sweet and loves people. I've actually had to call one of our mares off of him once. Maybe she was having a bad day, I don't know. She was the lowest on our herd pecking order though, so I think she is just taking it out a bit heavy that he is lower than her. I feel bad for Frodo everytime one of the mares gets nasty with him, but he seems to be happy to spend time with them. We may get another goat at some point, either from the neighbor that raises them for meat (yay, and they dress them from trees right outside my sister's front door! In full view of my young nephews. Great!), or from her friend that raises fainting goats now.
We had another alpine type wether before that was hand raised, and we had major issues with him. Taco was very aggressive, and would head butt the horses. He hit our one eyed filly so hard she was out of breath and almost knocked her off her feet. I thought he had broken her ribs, but she was just bruised. We found him a new home with a great family that does big horse rescue. He also had horns.
I don't mind having a goat around. They are cute, funny, and do help with the grass and weeds in the back yard. However, I am and will continue to be extremely careful about goat personalities after Taco. Frodo is very sweet, and cohabits with the horses just fine, but Taco would try to hurt them so he could have all the food. Frodo doesn't get away with that, the mares quickly let him know that he is entitled to only his portion, and not any of theirs. We make sure he's got his own pile well away from them.