One cannot have cheese without milk. Fact. Unless it's vegan cheese, but that's not why we're here right now.
Milk affects the colour, flavour and texture of the result. But for the purposes of cheese, the best type of milk, apparently, has a ~1% difference between it's fat and protein content.
We could go into the differences between whole, raw, pasteurized, ultra-pasteurized, homogenized, 1%, 2%, skim or pasture-raised milks, but really we're just going to focus on the animals these milks come from, because this is not a milk quest. It's a product-of-milk-quest.