No. In most cases it is neither necessary nor nutritionally wise to consume a lactose-free diet. A recent study showed that most people with lactose intolerance can consume up to 2 cups of milk per day, one in the morning and one at night, without experiencing symptoms. Most of the people who are lactose intolerant can consume yoghurts (in which the lactose is broken down by lactic acid bacteria) and ripened cheeses (which contain no or little lactose) without any symptoms.
Dairy products are an excellent source of calcium, which is needed to develop and maintain strong bones, as well as a host of other nutrients. People who give up dairy products consume far less calcium than they need, putting themselves at risk for chronic diseases such as osteoporosis, hypertension and certain types of cancer. If you have an extreme case of lactose intolerance, talk to a registered dietitian about how to get enough of these nutrients from other sources.