The aim of this study was to compare selection indices for important traits in intensive Spanish goat breeds in four economic scenarios, using the Florida as most representative breed of this production system in Spain. For this analysis, we considered the following traits: milk yield (MY), fat plus protein yields (FPY), casein yield (CY), somatic cell score (SCS), reproductive efficiency (RE), litter size (LS), mammary system (MS), final score (FS), body capacity index (BCI), and length of productive life (LPL). We estimated the genetic parameters and EBVs of most of these traits with REML methodology, while LPL was modeled through survival analysis. Four scenarios were proposed, depending on the overall objective for improvement: (1) milk production, (2) milk production and cheese extract, (3) cheese extract, and (4) milk production, cheese extract and sale of animals. Then, within each scenario, three different types of indices were designed using the different primary and secondary objectives/criteria considered suitable to improve the overall objective. The results indicated that selecting only for primary traits yielded the highest genetic response for all the scenarios. Including secondary traits led to positive correlated responses in those traits, but a decrease in the responses in the primary criteria.