I love Kashi brand cereals without milk. I buy them, and when I see my roommates eating them with milk, I tell them they're ruining the experience.
Really, I like eating plain Kashi cereals and drinking a glass of milk separately. It provides close to complete nutrition, from protein to fiber to vitamins. I just don't like them combined. Even the plain, tastes-like-cardboard Kashi cereals, I eat like a snack.
You must have a lot better teeth than I do... I eat Grape Nuts about four times a week and can't imagine eating even a bite without milk on them to make them a bit softer.
There is a trick to it, you have to kind of grind them with themselves. Grapenuts is actually the only cereal that I can stand with milk as well, but I prefer them usually without.
That said, I find most cereal is much better dry, particularly flavorful cereals like grape nuts. I am not a fan of milk at all.