Newb here, and I'm glad you brought it up, because I've been wondering about that too.
It seems I'm lactose intolerant. I drink lactose-free milk about five times a week with my all-bran honey oat cereal (thank God I can tolerate All-Bran with no problems whatsoever) and I eat aged cheddar cheese usually about 4 times a week. I find the younger, milder cheddars cause me more problems, but the older it is, the better I can handle it.
As for ice cream....I splurge and get the completely no-no stuff like Ben and Jerry's, take some Lactaid, and hope for the best. I figure there's no point in putting myself through the pain if all I'm having is ordinary Quebon chocolate ice cream, right? So I get the reeealllyy good stuff, and it makes the pain easier to deal with :P
Yoghurt-wise, I only eat probiotic yoghurt like Activia, Yoptimal or that new Danone DanActive. I read somewhere that people who are lactose intolerant can tolerate these yoghurts because the probiotics cancel out some of the lactose. So I've heard, anyway.
I'm just hoping that my IBS doesn't get any worse and I won't be allowed any dairy at all. Milk I can live with not having,(I used to drink close to a litre a day before my IBS started) but without my cheese...le sigh.