Dogs are pretty good for all ofthat.
Turkeys are a good meat animal on embark, and because they're egg-layers you can get some nest boxes set up and squeeze some more food out of them before they go off to the butcher's. But they're only that good on embark because they take two years to get to the size they are when you buy adults. Order some dogs from the first caravan.
Sheep are the most efficient multi-purpose animal. They need only 16 tiles of grazing each and give milk and wool, plus horn for the rams. Add in a couple of goats if you want hoof. Goats have the same grazing requirements as sheep, can be milked, and give hoof as well.
Alpaca are 40% bigger than a goat but require 56% more grazing space. Looking at the wiki, alpacas give slightly more muscle meat and the same amount of other meat, but between the small size difference and the arcane workings of the butchery return system* it's probably not worth keeping alpacas over sheep. Would totally do it if alpaca wool was worth more though, since it's such nice stuff in RL.
*Animal parts have to hit a certain threshold before they give anything up. With rare exceptions for large or small individuals, sheep and alpacas are probably both in the same 'assorted organs: one each' category. Even with the exceptions both animals might cross over into different categories at the same time.