I eat goat as much as I can. Jamaicans put it into a curry. I usually have it with the gelatinous Oxtail as well. Very very nice stuff. Goat is much like lamb, I find, but it has a flavour of butter, or nuts, to it. I'd take it slow. Even better, I'd ask the butcher how they usually do it.
Stewing would be more typical, but I'd say you could grill it, then shove it into a stew. Get more flavour out of it that way, if you sear the thing, then do a slow render on it in the stew.