It depends on your aims, dietary needs, health and personal preferences.
I am not vegan but very rarely consume dairy milk or eggs. I prefer non-diary milks to dairy. My favourites are almond milk, macadamia nut milk, oat milk and pea milk.
Cow's milk has higher protein and overall better nutrient balance than any non-dairy alternative. If you are considering it purely for nutritional reasons rather than because of stricter dietary needs/choices, stick with cow's milk.
For the record, I don't drink cow's milk for dietary reasons, before anyone jumps on me for my point of view.