I have used my Clydesdale horse as a pack animal... when I was breaking him in and he was too young to ride. It was brilliant, I went through the Yorkshire Dales on the old miners tracks and drovers roads.
Movement of animals with cloven hooves is restricted by the government. They need a movement order to leave their registerd holding, and then they have to be moved to another registerd holding. This is to prevent the spread of foot and mouth. Might be why goats aren't a frequent sight on the fells!
Even the smallest pony can be a world of expense and is a time consuming hobby in itself. Although some equines can live in a field 24/7 most can't because they become fat, cold or laminitic. Each pony/donkey requires 1/2-1 acre of land and access to shelter. Grass livery is about £15 per week, DIY stabled livery is about £25 plus depending upon what you get for your money. Add to this annual vaccination, farriery/barefoot trimming, hard feed, hay, worming and publilc liabiliy insurance and most equines and donkeys cost their owners 1k plus a year to keep.... not to mention hours of hard work! Ofcourse us horsey peeps think it is worth every penny and every hour!
Small ponies have been going through the auction ring for as little as £30 (meat money) and I have seen fully paperd horses 'free to take away'.... Well trained horses, ponies and donkeys can sell for thousands. The cheapest part about any horse, donkey or pony is buying it!
If you want to get in to horses the British Horse Society or British Driving Society will give you local contacts. Equines are not something to learn as you go along.... even the smallest pony can kill a human if they are not handled correctly.