I can't speak to the taste or process of making homemade soy milk, but I was also considering buying a soy milk maker.  I actually don't drink soy milk (I use almond) because I try to limit soy where ever there is an alternative, but I found an interesting note today about a brand new 'milk' maker.  Apparently the Soyquick Premier 930P is newest one out there and it doesn't have a nasty filter to clean and it doesn't burn the milk.  I've read that those two things are the worst problems with most makers on the market today. 

I also found a bunch of recipes for a variety of milks (not just soy) that use this machine.  I am intensely curious but it seems a bit pricy @ $180.  I am a firm believer that you get what you pay for, so I am leaning towards this one in spite of the price after reading reviews.  It's too new for Amazon, but some of the older versions are there.  I am going to check out eBay, but I think if I decide to get one, it will be that one.  If anyone has already picked it up and tried it out, I would love to hear about it.