I recently came back form the Cheyenne and we really liked our stay there. Seriously don't bother packing towels, you won't need them, they provide them fresh each day, my husband insisted on bringing our own and we never used them and ended up with heavier fuller cases (much needed souvenir space!)
The hotel is laid out as a series of different named blocks so it it easy to find where you are going and you won't get lost, which I have heard some people who have been staying at the bigger hotels like newport bay and sequoia lodge do. They do pony rides from 8.30-12.00, but remember to buy the ticket from the hotel shop before hand. I think it was 5 or 8 Euros. Take advantage of the characters that come between 8.30-12.00 also. We found seeing them at 8.30 was really quiet, maybe just after breakfast. They have 'Forte Apache' which is a good outdoor play area, and some teepees too. While we were there we borrowed a hairdryer and plug adapters for our phone chargers. You have to leave a deposit of around 15E which you get back when you return it.
We really enjoyed our stay there, the theming was lovely, the staff are great too.
Regarding milk, the milk they sell is UHT, so if you don't like that stuff you're better off trying one of the other places suggested, though we never did ourselves.
Hope that helps!