My dog looooooooves whey from yogurt. It gets poured over his kibble, and he thinks it's ambrosia.

I use generic plain yogurt as a starter, and wrap the pan of warmed milk with a towel overnight.

Let home made yogurt drain, press and salt it, and you have a soft cheese which is very nice as a spread. You can use a tea towel (and I have), but cheese cloth works much better.