Milk and/or heavy cream for ice cream.
Greek yogurt for dips, sauces and what-not
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Interesting thread idea, @Vecchiouomo!
Cheese tends to be a rotating roster for me, though I always have an aged cheddar and parm or grana padano on hand, also fresh grated parm-pecorino, and often something in the parrano / aged gouda family or manchego. Soft cheeses like Brie are usually bought only when I want to eat them, ditto “specialty” (here) items like cotija if I’m making a dish that calls for them.
I don’t usually buy grated cheese other than parm/pecorino, but I might buy a bag of the same cheddar I like to eat and oaxaca when the grilled cheese and quesadilla-inhaling kids are in town.
On and off, I’ll buy fresh ricotta to eat or cook with, ditto burrata or mozzarella (usually for a salad when tomatoes are at their best). Sometimes I’ll make paneer.
Other dairy:
– Milk – whole, for tea and coffee, to make yogurt, bechamel, and to finish soups and sauces in place of cream
– Butter – salted for eating, unsalted for baking, brown butter for various
– Ghee – for finishing and for tempering
– Yogurt – I always have whole milk greek on hand, which I use variously for eating, marinating, in place of sour cream, and so on. I also make my own yogurt on and off, just for eating.
– Kefir – to drink (in place of Indian buttermilk), also to bake
I don’t stock cream or sour cream because I never use them up before they go bad, so I’ll substitute what’s on hand unless they are critical to the dish.
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Always
Milk, buttermilk, heavy cream, sour cream, butter, sharp cheddar, parm, blue cheese.
At the moment
Cream cheese, extra sharp cheddar, Gruyere, Manchego, pizza blend. I also have a small box of Velveta, does that have any dairy in it? 
In the freezer
Cotija, feta.
Buy for specific dishes
Greek yogurt, pepper jack, burrata.
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For cooking, sub crema agria for sour cream and table crema for heavy cream in most things. I have had both in the fridge awhile and the crema agria expires in late April and the crema in mid-March. The crema is heavenly on many things and in folded eggs.
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Although my initial question was about cheese/dairy for cooking, I am thrilled others volunteered others. I am a fan of Manchego and Gouda for appetizers, but real favorites are Delize, Mt. Tam, and Harbison. If only I were quite wealthy! I pick up store brand (HEB) Brie pretty often and also Humboldt blue, great on seeded rye.
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Then you are in luck & bound to enjoy these earlier cheesy threads. It’s clearly a popular food among HOs 
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Always; heavy cream, cultured butter (in the freezer, too), parm, feta and either Gruyère or blue, probably both. Usually have sour cream and cream cheese. The 3 must haves are cream, butter and parm. I have ghee somewhere. And probably mozzarella (not fresh) on the freezer. I throw out a lot of stuff … that’s why I’m relying more on my freezer. Good cheese is pretty easy to get as long as I’m shopping and there’s no pandemic.
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Always - Unsalted butter, half and half, powdered buttermilk, Cabot sharp cheddar, sour cream, and, since the pandemic, Kraft singles. Parm and/or Pecorino Romano (wedges) are also always in the fridge.
We have a can of Cougar Gold awaiting a specific mac and cheese application in the fridge (a very once in a while purchse. I love it, but it is spendy to have shipped.).
Then other cheese depending on mood or recipes in progress. Gorgonzola is a frequent flyer, as is Gruyere or Jarlsberg. And brie/brie style cheeses. Chevre a little less frequently, but enjoyed. Every now and then, I splurge on “good” cheeses for cheeseboard stuff, like a clothbound cheddar or Humboldt Fog.
Heavy cream is once in a while and because a recipe calls for it.
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Any love for Comté? I love it, but rarely hear it mentioned.
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Excellent in Mac & cheese for sure!
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I admire you for adding Kraft Singles. A couple of months ago I bought a Costco box- 96 slices- and it disappeared faster than I’d like to admit. I would buy a small pack and expect to be razzed by my husband, but he said “Are you kidding? I was raised on this stuff.” Mostly we eat much better cheeses, always have butter, usually some milk, cotija and Oaxaca cheese, mozzarella, Costco cheddar (WTH happened to the mild cheddar? I loved it}, various blue cheeses, especially roquefort and gorgonzola, crema that usually doesn’t get used up, sour cream, milk occasionally, sliced pepperjack, and probably some others. Going dairy free would be very difficult for us.
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I keep butter, milk, yogurt, sour cream, gruyere, cheddar and Parmigiano Reggiano on hand at all times.
I often have curds, some sort of blue, some sort of soft cheese on hand.
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Always at least one of these cremas
Maybe a crema agria next time!
Asiago for husband, Parmigiano Reggiano, “Israeli feta” , and something melty, often Monterey Jack, or sharp cheddar, or gruyere; it varies. Also, often a blue cheese, usually of a Point Reyes persuasion.
And butter
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Tillamook always has mild cheddar.
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Brillat Savarin, anyone? And no one’s mentioned Fontina?
The “in the fridge” part is important–Cougar Gold, despite being canned, is not shelf-stable. Not doing so can be an expensive mistake.
You should make a pilgrimmage to Ferdinand’s on the WSU campus for the cheeses and milkshakes.
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Brillat -Savarin from time to time for eating but not for cooking. In what do you use it? I never met a triple creme I didn’t like.
I just read an article earlier this week about fun features at US airports and the canned cheese vending machine at Pullman-Moscow airport was mentioned. The concept of canned cheese was news-to-me…obviously I’ve been missing out!
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GAH! How could I have forgotten about Kraft Singles? Yes, I always have them in my fridge. As @ewsflash 's husband said, I was raised on them as well.
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