The milk usually disguises the flavor, which I guess is fine if you're a fan of milk and just want a bit of coffee and tea to give the milk a little more interesting flavor. That's fine, I'm a fan of milk myself.
But when it comes to teas, I can also drink them on their own. It's sort of like fruit juice, except from another part of a plant. The real flavor comes out, provided that you didn't steep it too much (that makes the tannin come out of some teas, and make it taste too bitter--which is why you'd need sugar!) I like green tea, green tea with milk, black tea, black tea with lemon, and all sorts of flowery or dried fruit teas or combinations of them.
Some fast-food, well, fast-drink technically--places where I live, have milk tea or milk coffee with pudding, jelly, or tapioca/sago pearls. It's a whole dessert of its own, so they give people extra wide straws in order to get everything. Yum!