Look at it this way: What happens if you boil it, and what happens if you don't?
If you boil, you reduce the risk of getting food poisoning. If you don't boil, you reduce the risk of getting malnourished.
Now, if the temperature-sensitive nutrients in milk are all that stands between a healthy you and a malnourished you, then you are doing something wrong. There are other, better sources of vitamins than raw milk. Nutrients for which milk is likely to be a major diet contributor (calcium, amino acids) are not destroyed by boiling (calcium is an element, you'd need a nuclear reaction to destroy it, and most amino acids are heat stable up to 120 degrees C). So, the risk of actually getting sick from boiling milk is very, very low, even if 100% of the vitamins are destroyed (which seems highly unlikely).
On the other hand, the risk of getting food poisoning from raw milk is low, but it exists. It is not an everyday occurence, but if you consume raw milk regularly, you will be consuming some amount of live pathogens, and they will make sick you now and then (even though most of the cases of food poisoning will be mild, sometimes it will be a serious disease. Some of these diseases kill people despite modern treatment).
Now, there are many people who don't boil their milk. There are good reasons for this, such as taste and convenience. It is a bit like skateboarding: it is not a safe thing to do, but people find it pleasant, and the occasional problem (bruises in skateboarding, upset stomach from raw milk) is worth it from their point of view. As for the more serious risks, they hope that they will get lucky, just like skateboarders hope that they won't break their leg or skull on the skateboard (but of course, there is always somebody who has a skateboard accident, and there is always somebody who gets seriously ill from raw milk - it is a matter of chance). You should decide for yourself whether the taste is worth the risk for you. But from the point of view of pure risk minimizing, boiling (including nutrient loss) is a much better alternative than raw milk.