Unless you follow a vegan diet (and I commend those who do), it's very okay to include a moderate amount cheese as part of your dairy intake. It's high in protein, calcium, phosphorus, and vitamins A and B12. It contains little lactose, but ample calcium-one once of cheddar contains about 204 mg; nutrient values in other types vary depending on the type of milk used. The stuff can be high in sodium and saturated fat, so don't go an eat a whole wedge or anything. Vary your dairy with plain, lowfat yogurt, kefir, cottage cheese, and milk, preferably organic.
Cheese is one of those tricky items. As long as you're not a vegan, yes, it's excellent. It serves as a great source of protein, calcium and vitamins. The trick, however, is making certain that you are are buying the right kind of cheese. In other words, that you are NOT buying processed cheese. I used to LOVE string cheese and eat it all the time. But the problem is, that cheese is barely digestible. When people talk about cheese stopping them up, they are saying it because they are taking in cheese (like the string version) that has been processed within an inch of its life. Your body simply does not know what to do with that and it will sit in your digestive tract like rubber.
If you are going to get a cheese, go for something uber fresh. Read the label - if it says it's processed, walk away.