Protein combining was a popular theory back in the 70's I believe. It is now believed that as long as you are eating a variety of proteins/carbs throughout the day, your body will compose the necessary amino acids. (That is, the food doesn't all have to be in your stomach at the same time!) If people start questioning my protein intake (doesn't really happen much), I tell them that I need approximately 44g of protein in a day, and rattle off how much is in what and then ask them how much THEY need in a day and no one has ever known.
As far as soy goes -- less processed is better (edamame, okara, tofu, tempeh is better than soy protein isolate), and moderation is key! I use rice milk, not soy milk, and make tofu for dinner once a week and don't eat too many processed foods. I don't worry about my soy intake.
Whey is often not even considered vegetarian because of the rennet used to create "curds and whey" is often animal derived.