-Nowadays most margarines have no milk solids in them; read labels to make sure.
-Most quick bread recipes have lots of butter or oil, and can be reduced by as much as half with no loss of moistness, only calories!
-Coconut oil is a good substitute for other fats in baking; WalMart and Trader Joe's carry it. It's solid in the jar but liquifies at 78°, and does not taste like coconut. It's good for sauteing too. It is more costly than butter or other oils though.
-Eggs are not dairy, and have no lactose.
-If you use a mix, check to see if whey has been added, as that is often used in baked goods and mixes to improve texture and color, and whey is the part of milk that contains most of the lactose!
-I'm lactose intolerant also, and the lactase enzyme pills (e.g. Lactaid) work very well, but too much dairy still affects me even when I take them. Most cheeses don't bother me because the whey is removed in making them.