There are lots of great yahoo groups for kids with food allergies. Many kids who are GFCF (gluten free casein free) also have multiple other food allergies. GFCFkids is good, that will get you started. There is great mixes for baking on www.allergygrocer.com. Not sure where you are, but whole foods has some good boxed food options, many Krogers do too.
The snacks my kids eat and love are Glutino pretzels, wheat free Newmans own fig newtons, GFCF brownies, cakes, and cookies by Ms Robens, cereals are easy (lots with corn and rice), tortilla chips with hummus, carrots with SunButter (found in publix, kroger, and whole foods). the gluten free gormet Cook book is awesome. There are pancake mixes, breads, etc which can easily accomodate the milk and peanut allergy as well.
Find yourself a great DAN! physicians to work on healing the allergies (YES, it is possible!). Accupressure, homeopathy, www.cranialacademy.org have some very beneficial areas of help as well. If you are interested, email me and I will be glad to share more.
I have been through this with my son, watched in a more severe fashion with my friends kids and know that improvement is very possible. It is not quick, but full recovery of the immune system should be your goal - let no one disuade you from that regardless of how many times they tell you it is not possible. Seek professionals who can provide solutions.
The first couple months are the hardest, after that you will adjust and find good alternatives to make it easier.
J