I think you should start with formula! In the UK we are told to wait until 12 months for whole milk. It isn't just because of possible allergies or lactose intolerance with whole milk but also that whole milk and any other cow's milk lacks essential minerals and vitamins and crucially contains an excessive amount of protein.
Here's some stuff from kellymom.com:
The American Academy of Pediatrics recommends NO cow's milk until after the first birthday.
Cow's milk is more specific to a baby cow than a baby human. Cow's milk formula is based on cow's milk but has been engineered to be closer to human milk (still a ways off, but closer). Many infants still have problems with cow's milk formula (allergies, GI problems, etc.). Babies who are exposed to cow's milk before their first birthday are more likely to be anemic, have diarrhea or vomiting, and/or experience an allergic reaction (the proteins in milk are more numerous than those in other milk products, such as the yogurt). The excessive protein load in cow's milk can also overload a baby's kidneys. It is deficient in vitamins C, E, and copper. It is harder to digest as well, often causing intestinal blood loss. A number of studies have also indicated that early introduction of cow's milk may contribute to the development of Insulin-Dependent Diabetes Mellitus.
Yikes! I'd say choose formula certainly until 12 months! This doesn't mean that cheese or yoghurt is a problem until 12 months as you are obviously talking about much smaller quantities.
