well, gluten is not an easy one... and I don't have much experience with it, but I have not had dairy in a very long time and I don't really miss it
Soy tastes a little different, but overall if you drink good soy it's not bad at all, If you try switching to soy, I'd suggest Silk, it costs a touch more, but it's worth it, and the chocolate milk by them is really good. You can use the plain for cooking where you'd use milk and can't tell the difference, in some recipes soy gives things an even better texture. There is even a soy coffee creamer!
Soy is really pretty good, but it does take some getting used to, and trust me, don't cheap out, or get the ones with strange asian writing on them if you have never had soy before.