Since I've moved here, I haven't really had the chance to buy any fresh soy-milk from any local vendors/restaurants. I do have to say though, that the soy milk selection in Hong Kong grocery outlets were a lot less than I would've imagined.
I have found some gems that are even better than the So Nice products available in North America (can't seem to find them here). Most of what I drink have little to no sugar, are low in fat, and high in protein.
I doubt anyone is very fond of artificial preservatives, but unless one is willing to go o-naturelle, a little bit once in a while isn't going to kill you (maybe).