I'll be honest with you - I tried going vegan a few years ago, and I just couldn't cut it.  After a week I was so tired of poring over ingredients lists!  But there are a lot of great vegan milk and cheese alternatives on the market.  Try going vegan a little bit at a time - swap soy milk for dairy, then soy cheese for dairy cheese, etc.  Don't try to do it all at once, it can be overwhelming!

After two and a half years of ovo-lacto vegetarianism, I have been vegan for six months.

From a health standpoint, I have not had to worry about not having any dairy or eggs.  The only supplement I take is a once-a-week B12.  As I understand it from some lifelong vegans, B12 is the only supplement required.

I recommend that you read things that talk about how it is healthy.  I have found that there is plenty of information on the health aspects of removing dairy products from your diet.  If you are reading something that it is unhealthy to not eat dairy (which makes me smile just thinking about it), I would recommend that you check the source of whatever you are reading and determine if it was a funded message.

I get most of my information through another website that has a registered dietician, Jeff Novick, available in the forums.  I don't want to appear to be passing people somewhere else so if you are interested in facts about dairy, use google to find Jeff Novick Forum and you can get information there.

Good luck!