Often in vegan cookbooks, or cookbooks and recipes aimed at least partially at vegans, you'll see words to the effect that you can substitute soy or rice milk for cows' milk in any recipe. This is true, with a few caveats.
Almost all commercially prepared soy milks have added thickeners, flavours, and sweeteners. They are in fact—even the "original" flavours—very sweet. The added flavours also often tend to include a faint scent of vanilla. This is fine for drinking by itself or in coffee or tea, or for cooking and baking sweet things, but in my opinion these milks are far too sweet and dessert-like for savoury dishes. If you've ever tried something like béchamel sauce with a commercial soy milk, you probably know what I mean.
What to do? Bryanna Clark Grogan suggests substituting half the milk with a combination of thoroughly blended tofu and water, which I have tried, and it works pretty well. But even better is to use unsweetened or nearly unsweetened soymilk that you can buy or make yourself. This seems to be sold in many grocery stores now, particularly those catering to Asian customers. It comes in quart or four-quart containers and it's far less expensive than the commercially-adjusted milks because the ingredients are basically just soy beans and water. If you don't have a soy milk maker or don't want the bother of making your own, you can buy this and use it for cooking, in smoothies, etc. If you've got the maker, though, a quart of soy milk costs about, oh, ten cents, plus you get the okara!
Supper last night was another eyes-rolling-back-in-your-head-with-bliss recipe from Bryanna Clark Grogan, her spinach-"ricotta" dumplings from Nonna's Italian Kitchen (which unfortunately I can't find online to give you, but anyway you should go out and buy the cookbook because it is full of good things), baked in béchamel, and served with sweet potatoes and broccoli tossed with a little olive oil and lemon pepper and roasted along with the dumplings for part of the time.
A very simple béchamel
1 tbsp Earth Balance
1 tbsp canola oil
¼ cup finely minced onion
2 tbsp unbleached flour
1 ½ - 2 cups unsweetened soy milk, heated to steaming
¼ tsp salt
pinch of nutmeg
pepper to taste (white if you have it)
You can get really fancy with bechamels, but here is the basic technique. Heat the Earth Balance and canola oil with the flour for a few minutes on medium heat, until the flour has absorbed the oil but has not browned at all. I add a little minced onion while the oil is heating, but don't let it caramelize, just begin to turn translucent. Whisk in the heated milk and continue to whisk until the mixture is smooth. Stir and whisk frequently as it continues to cook gently over medium-low heat, until the sauce has thickened and no longer tastes "floury"—usually about ten minutes. You don't have to stir constantly, but you also don't want to let it burn. Now taste for salt, and add more if you need to, along with the nutmeg and pepper.