Hi Canna: You've got an excellent question here, since this topic is constantly debated. I guess what it comes down to is what is best for you and which research you believe sounds the most believable or logical based on the results obtained from the various studies done on this.
I have an osteoporosis dr that believes that getting "all" of your calcium from your diet is the best way because it is more utilizable, but this is her opinion from the studies she has done at an osteo research lab. For some, getting all your calcium this way can be difficult, so adding supplements to diet is just fine. You do need to keep track of your "total" calcium intake or you could get too much, and calcium, like the others have mentioned is only 1 of the necessary vitamins and minerals you need for it to work.
I have hypercalcemia, so I have to really watch the amount I consume, but I don't drink much milk, I get all of it from other dairy and leafy greens etc. This is just a personal preference, but if you are looking for a simple way to get calcium, milk is high on that list for convenience, and the other health benefits.
I'm not one of the many that believes that milk leaches calcium from your bones, but that's not to say I'm right either. Below is a good article on this debate and a good explanation of the other benefits of milk on your body. I always thought that milk was pushed on us for it's calcium benefits for several reasons. It's thought that if you start a child out on milk they are less likely to turn to soda, and milk is also a very convenient way to get calcium. You don't have to cook it, or do much of anything except drink it so it's a very easy way to supplement into your diet.
What ever you decide on this should be based on what makes the most sense.
There are plenty of other sources of calcium that don't fall into the dairy category, but dairy products have many other healthful benefits besides building bones.
Read the link below which explains all of this much better than I can, and good luck with whatever you decide.
[url]http://www.hsph.harvard.edu/nutritionsource/calcium.html[/url]