Today I came across an actual study on PubMed.
“Enumeration during and after transit of the stomach and duodenal models showed that survival of all the bacteria in the product was best when given with a meal or 30 minutes before a meal (cooked oatmeal with milk).Probiotics given 30 minutes after the meal did not survive in high numbers. Survival in milk with 1% milk fat and oatmeal-milk gruel were significantly better than apple juice or spring water….We conclude that ideally, non-enteric coated bacterial probiotic products should be taken with or just prior to a meal containing some fats. ” 
“Food intake led to a delay in yeast release and a two-fold increase in strain survival. Whatever the dose, yeasts were particularly sensitive to the large intestinal environment.” 
“our results indicate for the first time that low-fat spread is a suitable carrier for these probiotic strains.” 
“The objective of the study was to compare oral and faecal recovery during and after administration of a combination of Lactobacillus rhamnosus GG and LC705, Propionibacterium freudenreichii subsp. shermanii JS, and Bifidobacterium animalis subsp. lactis Bb12 as capsules, yoghurt, or cheese…. Yoghurt yielded the highest faecal quantity of JS and Bb12 strains (8.01 and 9.89log(10) genome copies/g, respectively). The results showed that the administration matrix did not influence the faecal quantity of lactobacilli, but affected faecal counts of propionibacteria and bifidobacteria that were lower when consumed in cheese.” 
“Taken together, our findings indicate that the manner in which a probiotic is delivered – whether in food or supplement form – could influence how effective that probiotic is in delivering the desired health benefits,” said Marco, an associate professor in the Department of Food Science and Technology at UC Davis…. They discovered that mice fed L. casei in milk exhibited fewer symptoms of IBD than did mice fed milk alone or the same probiotic strain in a nonfood supplement format.” 
Taking probiotics with milk (assuming no lactose intolerance) appears to be best. If lactose intolerance, it should be taken with some food that contains fat, for example rye crisp with olive oil.