I had soy milk a while back as well and didn't like it. I just stick to hi-lo or occasionally skim, but it is a bit watery.
I imagine some of the flavoured soy milks taste a lot better though, although unfortuantly i foiund you can't "mask" the taste of soy in coffee or cereal. So i don't know how good they'd be in your preotein shakes?
It taste bad, for me though
As for bottled water, can't you filter or boil it yourself and then cool it back down to drink?
You'd probably save a lot of money, or you could just have it with herbal tea or something....