Here's another take, but going in the direction more of performance for foam (i.e., more for cappuccino than latte), mostly because I found links about that :) and because steamed milk should foam. If you're not looking for much foam, the differences are probably less profound.
There's a few other plant-based milks out there also; coconut and rice weren't mentioned in the other answers. In sum, I know of 5 common plant milks: almond, coconut, hemp, rice, soy. But there are probably others as well.
Here's some comparisons, summarized from the linked articles:
- YouTube video - milk froth-off. They compare rice, coconut, and almond. They got the best performance with almond milk, coconut did almost as well, and rice milk did not perform well.
- MarkBittman dot com has an article on the search for a vegan cappuccino. It suggests that soy is the best alternative for foam, followed by almond. The text and comments suggest (but doesn't outright state) that hemp works well also.
- The Peaceful Dumpling article (linked previously in @PythonMaster's answer; summarizing the original article's conclusions here) concludes that soy is best, followed closely by hemp, and that almond doesn't work as well.
The conclusions tend to be suggest that cow milk will perform better than plant-based "milks." This probably suggests that lactose-free milks (i.e., with lactase, like Lactaid and others) will be your best bet. Of course, you could always take a lactase pill and enjoy your cup with conventional milk. Various articles suggest that certain soy milks are best, and that coconut, hemp, and almond will also work.
There's a ton of other factors, but these probably reduce to preference: some milks will be sweetened, or import their own taste (e.g., almond, coconut). Others might have emulsifiers or other additives (such as carrageenan), which impact the steaming (maybe helping or hurting).
Another take would be to look at the "science" of what happens during steaming: it's a combination of fats and proteins that are being agitated and changed in the right way to make foam. This CoffeeGeek article discusses frothing and what's at work; this was interesting for me, and might help you pick a milk based on protein and fat content among the various milk options.