Those proteins are Whey which is the most complete and complex protein in the world and casin which is one of the slowest proteins. I have never heard the quality of the protein in cows milk being questioned but I have heard about the parasites that live in milk and the effects of lactose(the sugar in milk). Think of cows as large, fat, inactive, unhealthy women. And you are drinking their milk. The argument has been posed dozens of times as to why we don't drink from leaner healthier animals and I think it is just that the dairy situation is to well founded to change(and they like pissing off the Hindus)
I drink lots of milk and typically reccommend it to others.
As for soy milk- soy is towards the bottom of the pit as far as protein quality however it is a cleaner food source and lactose free. It will not upset your stomache so you can drink it immediately before a workout without complications. Be aware also that a lot of soy in your diet can increase your estrogen which promotes fat gain. I don't want to say that one is better than the other except that goat milk is way better than cows milk.
I drink cows milk. It is cheaper, more accessable, tastes better in my oatmeal/cerial and is a better protein source. I drink Goat milk on occation but it is really pricey. Your call