That's a good question, and I'd like to share the reasons why I switched from whey protein to other proteins, but I also want to add that my favorite protein at this point is actually rice protein, and I like the chocolate rice protein by Nutribiotic.
Currently, I am reevaluating some of the newer, high-quality whey proteins on the market. My No. 1 source of whey protein is Jay Robb's whey protein -- I think it's the best whey protein available. It tastes fantastic and it's sweetened only with stevia, not with any added sugars like fructose or corn syrup. So, if you're going to consume whey protein, I recommend that you purchase it from Jay Robb's website, that's http://www.JayRobb.com, or find it in your local health food store.
The advantage of whey protein over plant-based proteins is its protein bioavailability. Plant proteins just can't compete with the protein density of whey. But getting whey protein from good sources is the key.