I've noticed that soy milk can vary greatly from brand to brand. Also, you probably know this, but in case you didn't, "vanilla" is not the default flavor of soy milk. There is also unflavored soy milk (sometimes called "plain"). My favorite brand is Silk chocolate soy milk. It's not so good for cereal, but with red sauce pasta or tart or sour dishes, it's tops!
There is also rice milk, almond milk, hazelnut milk, and even some other kinds of milk, such as sunflower. Over time you should try all of these, in multiple brands, to see if one of them can give you the pleasures of cow milk without the pains of lactose intolerance.
Also, I've seen some cow milk out there that markets itself as having special enzymes that aid digestion. You might try that. Darigold is a good brand and offers that kind of milk, if they sell it in your region. (It might be limited to the Pacific Northwest.)