It really depends on what you need the milk for and how you're using it. If you're just drinking it straight or putting it in coffee, plant-based milk works fine, but the protein content is genuinely worse than cow's milk, especially if you don't check the label. Soy milk though - that's got almost as much protein as regular milk, so if you're choosing plant-based specifically for nutrition, soy's your best bet. With oat and almond milk, honestly, you're mostly getting taste and texture rather than actual nutrients - they add vitamins and calcium artificially, but it's not always absorbed as well.
If you want all the nutrients at once and you're not ready for a big change, just pick an enriched plant-based milk with a good ingredient list and add other protein sources to your diet (cottage cheese, eggs, legumes). But if you have lactose issues or just want to experiment, start with soy, then try the others and figure out what you like best.