Marla Rose (aka the Vegan Feminist Agitator) from Vegan Street, wrote an excellent article this past summer called The Myth of Harmlessness: The Real Underbelly of the Dairy Industry that is definitely worth a read.
My take on it?
In short, producing dairy is an act (or series of acts) of violence. And if you oppose cruelty, theft, kidnapping and murder, then you can't justify consuming the products of such violence. Because even if it isn't considered criminal by the legal system yet, it's most certainly immoral.