No way would I choose soy over whey. I have read in numerous articles that if you want to take soy for it's potential benefits, then to take all 3 types of protein in conjunction. (Casein, Soy, Whey) One could argue many points on this topic.
On a side note. I personally do not drink soy. I used to buy these Odwalla drinks (Vanilla Protein Almondo) from a coffee shop. Those things taste awesome and they have soy protein in them.
There have also been claims that soy raises estrogen levels, but that was supposedly disproved.
It is worth some research on your part. See which type best meets your goals.