This is a common question among parents.  First, I want to say that I am not a Dr. and you should always consult your physician before drastically changing your babies diet.

Typically, it is best to wait until your baby is at least a year old before giving him/her regular cows milk.  A big reason for this is because the baby could actually develop anemia, an iron deficiency.  Cows milk does not have iron in it, where as breast milk and formula do.

This is not to say that milk based products are bad, such as yogurt and cheese.  I know with Alex, the Dr. encouraged me to introduce yogurt around 10 months.