Where are you that unpasteurized milk is illegal? In Australia is it illegal to sell it but not illegal to use it to make cheese. Just one of our many ridiculous laws.
We have a Jersey house cow and am looking at getting some Nigerian Dwarf Goats. Both make excellent milk and cheese.
I'm in Canada. I'm not sure, but oddly it seems we can import European cheeses made from unpasteurized milk, but we can't make it here. I suspect the law comes from simple cost-benefit analysis. The testing burden would be increased for products made from unpasteurized milk, so the government agency would just prefer to avoid it all together due to increased costs, while directing its quality assurance towards imports.
If you know a small private diary here, then you can get unpasteurized milk. It's kinda like growing 5 or 6 plants instead of your 4 legal plants. You won't get jail time, but a slap on the wrist (fine) might hurt some folks. I know some small distributors have been busted for it here in Ontario though over the past years.